Asset managers tend to classify structured products as “alternatives”. That is rather a...
Latest articles on Derivatives theory and Practise articles
Is Optimising Structured Products Really Optimal ?
Banks and independent software companies offer optimisers / optimizers for structured products It...
What To Expect From VIX1D, The New One-Day VIX?
This week, another VIX was launched by CBOE: the VIX1D. it is meant to measure the 1-day...
Gentlemen: How Should You Split The Bill?
Here is a question that divides etiquette specialists and offer gentlemen two options only: be a...
The 60/40 Portfolio and Structured Products: Are Autocallables Equity or Bond?
Investors have piled up on equity autocallables in the past...
Worst of 2…3…4…5? How many are too many?
The industry practise is to build BRCs or autocallables on the worst of 3 assets. Rarely do we see...
The Collapse Of HSCEI And Its Impact For Investors And Banks
The HSCEI Index (Hang Seng China Enterprise Index) is having a horrible start of 2022. The...
Is Thematic Investing Performing ?
Thematic investing has been one of the greatest successes of the past years. It consists in...
Decrement indices and Autocallables : the good, the bad and the ugly.
For investors looking for yield, autocallables on indices have been a blockbuster for years. The...
Is the VIX useless?
The VIX (for Volatility Index) is an index published by the Chicago Board of Exchange. Often...
Products
South-Korean retail investors are losing money on Autocallables
... a reminder that potential risks can become a reality. According to The Korea Times, South Korea's Financial...
𝗜𝘀 “𝗝𝗼𝗵𝗻 𝗦𝗺𝗶𝘁𝗵, 𝗠𝗕𝗔, 𝗣𝗵𝗗, 𝗖𝗔𝗜𝗔, 𝗖𝗙𝗔, 𝗖𝗤𝗙, 𝗙𝗥𝗠” 𝗮𝗻 𝘂𝗻𝗱𝗲𝗿𝗽𝗲𝗿𝗳𝗼𝗿𝗺𝗲𝗿?
Is accumulating post-nominal letters a sign of a competence? or a promise for future underperformance ? Regarding...
Structured Products = Alternative Investments ?
Asset managers tend to classify structured products as “alternatives”. That is rather a classification by default than...
Markets
South-Korean retail investors are losing money on Autocallables
... a reminder that potential risks can become a reality. According to The Korea Times, South Korea's Financial...
𝗜𝘀 “𝗝𝗼𝗵𝗻 𝗦𝗺𝗶𝘁𝗵, 𝗠𝗕𝗔, 𝗣𝗵𝗗, 𝗖𝗔𝗜𝗔, 𝗖𝗙𝗔, 𝗖𝗤𝗙, 𝗙𝗥𝗠” 𝗮𝗻 𝘂𝗻𝗱𝗲𝗿𝗽𝗲𝗿𝗳𝗼𝗿𝗺𝗲𝗿?
Is accumulating post-nominal letters a sign of a competence? or a promise for future underperformance ? Regarding...
Roche…. getting closer to the cliff edge
The Q3 results of Roche disappointed the market. At 11:00am the spot is down 4.70%... The stock is now down 19% YTD...