Butterfly spread
How a machine learning model closed a hidden FX arbitrage gap
MUFG Securities quant uses variational inference to control the mid volatility of options
Obtaining arbitrage-free FX implied volatility by variational inference
An ML-based algorithm that provides implied volatilities from bid-ask prices is proposed
US prop traders face 1,117% capital hike on Treasury trades
Responses to SEC plan show PTFs’ alarm over threshold to register as Treasury dealers
Leverage ratio squeeze hits options trades
With clearing banks constrained by leverage limits, prop traders fear options market lockdown
Morgan Stanley FX loss leaves ill-feeling, questions in wake
Options traders saw odd quotes by US bank months before losses were publicised
Evasion concerns hamper Mifid package trade fix
Esma working on package trades, but "too premature" to discuss a solution