Search
Close this search box.

Home of the best experts

Tag: VIX

Derivatives
News
Barclays has announced a loss of GBP 450m related to the sale suspension of OIL and VXX two weeks ago. The operational blunder is impressive. ...
Derivatives
Investments & markets
We are currently in the unusual market situation called "market up, vol up", where volatilities go up while the market rallies. It is driven by retail...
Derivatives
Investments & markets
UBS got flack for recommending VIX ETFs to its clients. This suitability case has in fact deep roots in a significant ETF classification challenge: many product...
Derivatives
News
On February 5th, 2018 (Volmageddon) the volatility reverse ETF XIV lost 96% of its value in the space of a few hours. Its iNAV was also...
Investments & markets
News
This week saw some really unusual moves, 10Y repo, intraday volatility, stock rotations, A harbinger of more volatility to come?...
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
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,...