A $12bn dispersion trade
Och-Ziff Capital Management has just made a big trade — a $12bn dispersion one.It’s kind of a nifty way to bet on an end to QEased suppression of market volatility,...
No leaks, just algo trading
Everybody loves it when a high frequency trading strategy is exposed. So, here’s a new one courtesy of the guys at Nanex — algo analysts extraordinaire.It’s...
No leaks, just algo trading
Everybody loves it when a high frequency trading strategy is exposed. So, here’s a new one courtesy of the guys at Nanex — algo analysts extraordinaire.It’s...
No leaks, just algo trading
Everybody loves it when a high frequency trading strategy is exposed. So, here’s a new one courtesy of the guys at Nanex — algo analysts extraordinaire.It’s...
No leaks, just algo trading
Everybody loves it when a high frequency trading strategy is exposed. So, here’s a new one courtesy of the guys at Nanex — algo analysts extraordinaire.It’s...
A Look at Volatility Index (VIX) Since QE2 Began
Since QE2, Volatility has been falling. As the fascinating chart below from Ron Griess shows, the volatility of markets, post Flash Crash was drifiting lower until the modest sell off in March 2011 sent the VIX spiking. > click for larger chart
Vix settlement weirdness
News comes our way of there being some concern in the market about the Vix settlement process.In one phrase: It’s off.That is to say, it is not settling as it ought to....
On Executive Compensation & Wealth Transfer
Today’s QOTD: “Middle-class America experienced a lost decade in their retirement accounts, whereas executives enjoyed record compensation packages through the subterfuge of stock option programs. There has been a massive wealth transfer from middle-class America’s retirement accounts to the bank accounts of the privileged few. The social consequences of this wealth transfer bear scrutiny.” -Albert...
[FOW Amsterdam] Vix up, look Sharpe*
By Theo Casey, a columnist at Futures & Options World, blogging live from FOW’s European Equity Options conference in Amsterdam.(*With apologies to Dizzee Rascal.)Later today,...
FT Alphaville/FOW take on optionality in Amsterdam
FT Alphaville has joined forces with Futures and Options World to bring you the latest news and skew from the European Equity Options Trading Conference taking place this Thursday...
Options Update: Texas Instruments Volatility Flat into National Semi Purchase
Filed under: Procter and Gamble (PG), Texas Instruments (TXN), OptionsTexas Instruments (TXN) agreed to buy National Semiconductor (NSM) for $25 per share. Texas Instruments overall implied volatility of 26 is near its 26-week average, according to Tra...
Expedia Resumes American Airlines Relationship
Filed under: Major Movement, Deals, Good news, Expedia Inc (EXPE), AMR Corp (AMR), Options, Technical AnalysisExpedia (EXPE - option chain) shares are rising today after AMR Corp. (AMR) said it has reached an agreement with EXPE that will allow Expedia...
