volatility

  • News

    Ring In The Anarchy With A Nine-Day Volatility Contract

    Are circumstances making you a little uncomfortable about 30-day volatility bets? Thinking that the next two-and-a-half weeks may bring some mayhem that requires serious fine-tuning of your portfolio? Well, the CBOE has a timely new product for you, set to debut in less than an hour! The owner of the biggest U.S. options market today […]

    / Oct 1, 2013 at 4:03 PM
  • "Source: Thomson Reuters/University of Michigan Surveys of Consumers and Bloomberg" is what my source (the SF Fed paper) says

    News

    The Fed Is Worried That You Might Be Worried About Uncertainty

    When you are in the business of buying and selling volatility you can get sort of cynical about whether volatility is a thing, and whether it is appropriate to buy and sell it. We talked earlier today about the fact that if you have a client who doesn’t care about something valuable, then you should […]

    / Sep 17, 2012 at 5:48 PM
  • News

    Double Volatility Product Double Volatile

    I blame spring break both for the lack of news this week and for the fact that what news there is revolves around trading glitches. Apparently spring break has cleared New York not only of responsible adult bankers and traders taking their kids to Disney, but also of responsible adult trading computers who are off […]

    / Mar 23, 2012 at 3:49 PM
  • News

    New Rules May Prevent Banks From Blowing Themselves Up For Cheap

    If you’re in a certain line of work, and I bet you are, then your main concern about things like the Volcker Rule and increased capital requirements for banks is that they might reduce your comp. If you’re in that line of work, you’re also probably the sort of person who has a higher than […]

    / Feb 8, 2012 at 3:46 PM
  • News

    Maybe Bank Stocks Are Down YTD Because That’s How Bankers Want It?

    We’ve talked before about the theory that paying investment bankers in stock gives them an incentive to maximize the volatility of their businesses, which is a thing that some people don’t want so much. This starts from the notion that in a 10 or 20 or 30:1 levered bank or broker-dealer or futures merchant, the […]

    / Dec 5, 2011 at 5:40 PM
  • News

    “Markets Were Up Today Because They Were Down Yesterday”

    If you read only one thing about ancient fire management methods and modern volatility, it should be this report by Chris Cole of Artemis Capital Management. There is much goodness here that others have discussed. But perhaps the most interesting for the current world is the move from positive to negative serial correlation in stock […]

    / Oct 7, 2011 at 2:08 PM

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