Financial derivatives, Exotic options and Structured products
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US Presidential Election, VIX and OPTION MARKET
ย On Monday, October 7, the ๐ฉ๐๐ซ ๐ท๐๐บ๐ฝ๐ฒ๐ฑ ๐ฏ๐ ๐ฏ ๐ฝ๐ผ๐ถ๐ป๐๐, seemingly without cause. However, the reason is purely 'technical': VIX is short-sighted, only factoring in the next 30 days. On October 7, for the...
ATTENTION: NEGATIVE SKEW ON HANG SENG INDEX
The rush into Chinese equities has propelled the ๐๐ฎ๐ป๐ด ๐ฆ๐ฒ๐ป๐ด ๐๐ป๐ฑ๐ฒ๐ ๐ฏ๐ +๐ฏ๐ฑ% over the last month! ๐ง๐ต๐ฎ๐ ๐ฟ๐๐๐ต ๐บ๐ฎ๐ป๐ถ๐ณ๐ฒ๐๐๐ ๐ถ๐๐๐ฒ๐น๐ณ ๐ฎ๐น๐๐ผ ๐ถ๐ป ๐๐ต๐ฒ ๐ฑ๐ฒ๐ฟ๐ถ๐๐ฎ๐๐ถ๐๐ฒ๐ ๐บ๐ฎ๐ฟ๐ธ๐ฒ๐ where investors are bidding up the upside...
The 2024 Outlook on Korean Autocallables and the HSCEI $5 Billion Digital: A Deep Dive
The Rising Tide of South Korea's Structured Products Market In the heart of Asia's financial innovation, South Korea stands out as a colossal market for structured products. Among these,...
Other Articles
BAYER SCRAPS ITS DIVIDENDโฆ BEEN THERE, DONE THAT.
The veteran Exotic traders will remember Citibank scrapping its dividend in 2008. They will also remember Telefonica...
HSCEI TV : How Structured Products Distort Volatilities
In the world of structured products, and as mentionned in a previous post, 2024 will be an extraordinary year in South...
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 toย The Korea Times, South Korea's Financial...
๐๐ โ๐๐ผ๐ต๐ป ๐ฆ๐บ๐ถ๐๐ต, ๐ ๐๐, ๐ฃ๐ต๐, ๐๐๐๐, ๐๐๐, ๐๐ค๐, ๐๐ฅ๐ โ ๐ฎ๐ป ๐๐ป๐ฑ๐ฒ๐ฟ๐ฝ๐ฒ๐ฟ๐ณ๐ผ๐ฟ๐บ๐ฒ๐ฟ?
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...
Structured Products = Alternative Investments ?
Asset managers tend to classify structured products as โalternativesโ. 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...
about me
Eric Barthe
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Experience
years of experience in the field of derivatives and structured products.