Volatility
Filling the gaps
Filling the gaps
New strategic ETNs seek to exploit volatility and mitigate risk
The latest exchange-traded notes from Barclays, Credit Suisse and RBS offer alternative strategies aimed at making the most of market volatility or hedging against tougher conditions
Video: What is the future for ETFs that provide exposure to hidden assets
What is the future for ETFs that provide exposure to hidden assets such as hedge funds, private equity and volatility?
Market volatility may have brought UBS losses to light
The revelation of rogue trading at UBS follows a period of market volatility. That is nothing new, say risk managers
Citi reveals dedicated quant investment strategies group
The shake-up at Citi now incorporates a new group, which will specialise in providing indexes and strategies
Long Swiss franc players hit by SNB move
Sudden depreciation of the Swiss franc, following an SNB announcement last Tuesday that it would buy unlimited amounts of foreign currency, has left some participants nursing hefty losses
Volatility of volatility spike drives options liquidity squeeze
Volatility of volatility spike drives options liquidity squeeze
Risk interdealer rankings 2011: Dealers
Dealers enjoyed a bright start to the year but endured a slow second quarter and a savage start to the third as political wrangling over European and US debt contributed to a surge in volatility and risk aversion. For the third year in a row, Deutsche…
Trade of the month: Correlation
Trade of the month: Correlation
Protected banks welcome new European short-selling bans
Regulators need to protect markets from "rumours and false information" say bans' supporters
Corporate FX hedging surges in Asia
Surge in structures
Cutting edge – multi-scale volatility in commodity markets
This paper deals with volatility estimation in commodity markets. Piotr Grzywacz and Krzysztof Wolyniec note that energy commodities have many time (volatility) scales, which has dramatic implications for mean-reversion and volatility estimation. They…
Termination of iPath volatility ETN 'likely to be repeated' in latest version
Barclays has issued a second version of its iPath Long Enhanced S&P 500 Vix Mid-Term Futures ETN, which some observers say risks suffering the same fate as its predecessor unless market conditions change
Falling oil prices and Greek crisis a boon to carbon traders
Carbon allowance trading hits all-time high in June as analysts downgrade predicted average ETS Phase 3 price to €22 per tonne
Excessive capital requirements will make markets more chaotic – Myron Scholes
Nobel winning quant makes the case for market-making as a stabilising force and a source of returns
Looking for true leverage
Looking for true leverage
Structured Products Americas: education still hampering market development
A little knowledge
Product performance
Product performance
BarCap offers medium-term volatility in Ucits III form
BarCap offers medium-term volatility in Ucits III form
Investors turn to hybrid equity strategies as volatilities descend to three-year lows
Investors turn to hybrid equity strategies as volatilities descend to three-year lows
Morgan Stanley VolNet index series dynamically goes long volatility
Morgan Stanley VolNet index series dynamically goes long volatility
From spot volatilities to implied volatilities
From spot volatilities to implied volatilities
Small Asian companies exposed to commodity derivatives margin calls
Meeting the calls
Americas house of the year
House of the year, Americas