tail risk

All the Ways Day Traders, Nasdaq Whales Move Stocks Via Options; Reddit’s Stock Threads Become a Must-Read on Wall Street

by Matt Raebel | Sep 15, 2020

All the Ways Day Traders, Nasdaq Whales Move Stocks Via Options; Reddit’s Stock Threads Become a Must-Read on Wall Street

Tail risk of systematic investment strategies and risk-premia alpha; Spoofing trial coverage

by Spencer Doar | Apr 9, 2019

Get a FREE 90 day trial of John Lothian Newsletter Observations & InsightThe Spread - A Bumpy RideJohnLothianNews.comSome fines and a speed delay make for a bumpy ride in this episode of The Spread.Watch the video and see the stories...

China copper options a challenge to NY, London; October volatility

by Spencer Doar | Sep 21, 2018

Get a FREE 90 day trial of John Lothian Newsletter Lead Stories In copper options debut, Shanghai sets challenge to New York, London Josephine Mason - Reuters China's top state copper companies threw their weight behind Shanghai's...

Options Market Share Is Being Spread Around; SKEW Index Record

by Spencer Doar | Sep 19, 2018

Get a FREE 90 day trial of John Lothian Newsletter Observations & Insight Half Week Notes Spencer Doar - JLN According to Vance Harwood's calculations (he writes the Six Figure Investing Blog), a 1.5x leveraged vol fund needs to...

Tail-Risk Hedging, Election Uncertainty and Quant Funds

by Spencer Doar | Sep 17, 2018

Get a FREE 90 day trial of John Lothian Newsletter Observations & Insight Monday Funday - Wine, Analytics and a Contest Spencer Doar - JLN Always wanted to go to one of ALTSO's great charitable events to network and listen to musicians...

Banks’ sizzling derivatives trading; Options markets creeping fear

by Spencer Doar | Jul 17, 2018

Observations & Insight June 2018 Global Derivatives Volumes via FIA ++++ Shortwave Trading - Part IV - Sleuthing Examples, Research Tools, Techniques, and Deputy Antenna Sleuth Homework Bob Van Valzah - Sniper In Mahwah After my...

The Spread – Week of 4/23 to 4/27

by Spencer Doar | Apr 27, 2018

Who likes TV show theme songs (especially older ones that still live on through syndication)? If you don’t, well, shame on you, but watch this week’s episode of The Spread anyway for some updates on happenings in the options world....

Volatility – An intellectual virus, a bubble, or both?; Huge Brazilian FX trade

by Spencer Doar | Apr 27, 2018

Observations & Insight Lessons From the "Not Guilty" Verdict in This Week's Criminal Spoofing Trial Renato Mariotti, former federal prosecutor - JLN Wednesday's stunning "not guilty" verdict in United States v. Andre Flotron,...

MIAX Challenges Nasdaq Options Patents; Crisis hedge funds’ lackluster performance

by Spencer Doar | Apr 4, 2018

Observations & Insight With trade war, U.S. and China stumble into the Thucydides Trap John Kemp - Reuters The United States and China have fired the opening shots in a trade war that may be hard to stop. /jlne.ws/2GxA4tV ****SD:...

Nasdaq Volatility Gauge; BlockTower Capital behind $1m bitcoin options bet; Field Guide to 2018 Volatility Trades

by Spencer Doar | Dec 27, 2017

Lead Stories Watch Out VIX: Nasdaq Amps Up Volatility Game Nasdaq is working on an alternative to Cboe's market fear gauge Gunjan Banerji - WSJ The VIX is getting a rival. Nasdaq Inc. is working on launching futures and options linked to an index that uses a different...

Implementation of SA-CCR Important For Liquid and Orderly Listed Options Markets; Seventeen years after 5,000, Nasdaq tops 6,000; What Markets Should Conclude From France’s Election

by Spencer Doar | Apr 25, 2017

Observations & Insight Other VIXes Spencer Doar - JLN Of all the CBOE's products, none gets media attention like the VIX. But CBOE has plenty of other VIX products, ranging from the BPVIX (CBOE/CME FX British Pound Volatility Index) to the GVZ (CBOE Gold ETF...

S&P 500 Options Showing Little Fear Over Trump Policy…For Now; Investors Prepare for a Wild Stock-Market Ride; Liquidation risk hangs over oil and gas price

by Spencer Doar | Jan 24, 2017

Lead Stories S&P 500 Options Showing Little Fear Over Trump Policy...For Now Tanvir Sandhu - Bloomberg S&P 500 options are showing little anxiety over Donald Trump's policies over the next few weeks, even as rates options capture concerns, according to...