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Tag: Derivatives

Derivatives
Investments & markets
The CFTC just fined Goldman for failure to properly disclose prices fairly to clients. And it's all about a technical issue related to the timing of...
Investments & markets
News
There have been some sudden movements in the global rates recently - rate rises, curves flattening, inflation threats. The big and famous in the hedge fund...
Derivatives
Investments & markets
The ARRC has recommended the CME's methodology to calculate a term structure for SOFR. This is big news. This article explains SOFR's weaknesses, what a term...
Derivatives
Investments & markets
LIBOR, the most important number in the world, had a good run for the last 50 years, but it is going away. SOFR, its replacement, is...
Derivatives
Investments & markets
Should US stocks settle T+1? The current T+2 settlement date is considered antiquated, and the Robinhood affair (gee, them again???) has relaunched the debate. Here is...
Derivatives
Investments & markets
Geode handles $700 bn of Fidelity's index tracking assets. Geode Diversified, the much smaller hedge fund business, took a 36% loss on COVID's volatility rally. It...
Derivatives
News
Infinity Q may be the new variance swap skeleton. The New York hedge fund has just been suspended by the SEC pending valuation of its variance...
Derivatives
Investments & markets
‘When you combine ignorance and leverage, you get some pretty interesting results.” Warren BuffettThree good notes from the derivatives research teams of Morgan Stanley, Société Générale,...
Derivatives
Investments & markets
GameStop's rally and its short squeeze are more than just market exuberance. Thanks to low-cost trading, employees working from home, and a Fed-induced market rally, retail...
Derivatives
News
Skew is well explained by the sum of TWO return expectation Gaussians. The model reviews these distributions and leads to an interesting market structure interpretation, with...