Markets
Is accumulating post-nominal letters a sign of a competence? or a promise for future underperformance ? Regarding people, I cannot answer.Regarding Equity Indicesโฆ letโs take
November 6, 2023
Is accumulating post-nominal letters a sign of a competence? or a promise for future underperformance ? Regarding people, I cannot answer.Regarding Equity Indicesโฆ letโs take
The Q3 results of Roche disappointed the market. At 11:00am the spot is down 4.70%… The stock is now down 19% YTD and down 37%
This week, another VIX was launched by CBOE: the VIX1D. it is meant to measure the 1-day volatility of S&P500. The popularity of 0DTE options
The Move/VIX Ratio is now very fashionable Recently, graphs comparing the MOVE Index to the VIX Index have flourished on our screens. Their authors look
The 2023 financial saga with Silicon Valley Bank and Credit Suisse reminds some of us of the 2008 financial saga with Bear Stearns and Lehman
Empress Josephine, Napoleon’s wife, was fond of exotic animals. She would have monkeys, kangaroos and zebras in her gardens at her countryside house “Malmaison”, all imported
There is more and more noise about the rise of the 0DTE options (zero day to expiry). According to JPMorgan, their daily notional value is around
Being a structurer is a great job: it means coming with payoffs or themes that make sense, that are attractive and that are friendly to
???? Private Equity firms reported 1.6% gains for Q1 2022 in a year where global equities lost 22% (FT). NAVs are up!However at the same
????ย Citiย has been named Equity Derivatives House of the year 2023 byย Risk.netย . In particular,ย Citiย was rewarded for its success in marketing the Volatility Knock-Out Puts (VKO Puts).
I started my career at Goldman Sachs in London as an Equity Exotics Trader, trading Index exotics, single stock exotics and dispersion.