Thematic investing has been one of the greatest successes of the past years. It consists in...
Latest articles on Derivatives theory and Practise articles
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...
An in-depth look into palladium / spot dispersion trades
Spot dispersion or Palladium products have proven successful this year. The payoff is not totally...
Structured products and the dividend rout of 2020: where did it go wrong?
Sharp declines in value across asset classes triggered by the Covid-19-related turmoil have had an...
Products
Structured Products = Alternative Investments ?
Asset managers tend to classify structured products as “alternatives”. That is rather a classification by default than...
Is Optimising Structured Products Really Optimal ?
Banks and independent software companies offer optimisers / optimizers for structured products It is quite standard...
Structured Product Blues
Yield enhancement products have been the market favourite for years The most actively traded retail structured...
Markets
2024 Judgement year for Korean Autocalls and the $5billion HSCEI digital.
South Korea is an extremely large market for structured products. A favourite product is the autocall on the worst of...
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...