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ETF dispersion set for election revival
Sector-based approach to popular vol trades boasts cheaper entry cost than classic version, proponents argue
Brooklyn’s robot analyst cuts costs by four-fifths
In tests, direct indexer’s model picks portfolios for review with near-perfect accuracy
Nvidia is growing up. It’s not settling down
Chip maker is a mega cap that doesn’t act like one
Pre-market trades blamed for record Vix surge
Traders rushed to cover short vol positions before the market opened on August 5
NAIC wants more disclosure about use of offshore reinsurance
US watchdog seeks improved data around deals some say allow insurers to game capital rules
Featured
Investors choose safer bank bonds as AT1 opportunity wanes
Technical factors mean senior bank bonds now offer relative value
Can history resolve factor investors’ p-hacking questions?
Quants seek reassurance in the far distant past
Sliced and sliced again: investors’ latest trick for risk transfer
‘Retranched’ synthetic securitisations offer higher yields, but questions remain over legality of structures
For US Treasury troubles, treat the cause not the symptom
Regulatory alarm about hidden risk in the Treasury futures market misses the point, fund association execs write
Long shadow of Apollo looms over turmoil at Athora
Risk.net investigation reveals troubling picture of US asset manager’s European insurance project
Zero-day options
Taming of the skew sparks new debate over 0DTEs
Some pin lower put premium on short-dated market-maker hedging; others cite fundamentals
OCC readies new intraday margin requirement
Draft measure would cover all options positions including 0DTEs
Bank QIS teams take zero-day options plunge
JP Morgan sees better risk/reward profile for 0DTE-based trend strategies
Balanced trading is calming zero-day volatility fears
UBS finds little evidence that 0DTE options exacerbate volatility
Counterparty Radar
Matchmaking and benchmarking for OTC derivatives
Counterparty Radar is based on position data from around 20,000 US mutual funds and ETFs, rolled up to the manager level – it shows the OTC derivatives they have on their books, and who they traded them with, providing unique insights into an important market segment. More info
HSBC loses FX forwards market share with EU funds
Counterparty Radar: UK bank reported 6% drop in notional volumes with Ucits funds in H2 last year
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