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Tag Archives: Nassim Taleb

Nassim Taleb Interview; Temenos and Fidessa deal?; The War On VIX Newsletter,Options

Observations & Insight The Spread – Week of 2/12 – 2/16 JohnLothianNews.com Manipulating, gaming, rigging – that’s the nature of VIX talk this week. But before we get to those allegations in this week’s options recap, we cover a few other stories that didn’t get as much press. Watch the video here » Lead Stories The age of uncertainty: chaos theorist Nassim Nicholas Taleb reveals how to survive the Trump era Josh Glancy – The Sunday Times From reading his books, I expected Nassim Nicholas Taleb to be angry, obnoxious and vitriolic. I was anticipating a man who would preach…

Bitcoin Options Would Tame This Beast; High Hopes for Low Vol; Death of FX Volatility Newsletter,Options

Observations & Insight The Spread – Week of 12/4 – 12/8 JohnLothianNews.com A JLN debut! The Spread is a brief weekly recap of some of the notable activity in the options world. (It won’t always be this crypto heavy – we swear.) The following are stories referenced in this week’s episode of The Spread: WSJ – What Could Stir Up the VIX? Higher Inflation Bloomberg – Pound’s Acid Test on Brexit Is Yet to Come for Options Traders Highly Evolved Vol Blog – The Crowded Short Vol Trade JLN – Cboe Throws Launch Date Punch at Crosstown Rival CME Bloomberg…

Nasdaq Sues MIAX Parent Co.; VIX ETP Liquidation Scenario?; ETF volatility effects Newsletter,Options

Observations & Insight August 2017 Options Exchange Marketshare via OCC ++++++ OCC Cleared Contract Volume Up 19 Percent in August OCC OCC, the world’s largest equity derivatives clearing organization, announced today that total cleared contract volume in August was 395,912,022 contracts, up 19 percent from August 2016 volume of 331,447,840 contracts. Cleared futures reached a record volume with 14,923,607 contracts in August. OCC’s year-to-date average daily cleared contract volume is up four percent from 2016 with 17,068,192 contracts in 2017. jlne.ws/2xMsyDt ++++++ The Patent World Jim Kharouf – JLN We’re back in court today. On Friday, Nasdaq filed suit against…

Currency vol expectations regarding Jackson Hole; Debt-ceiling concerns; Credit Suisse hires Ebert from BAML Newsletter,Options

Observations & Insight Risk of sharp currency moves drives investors into hedged ETFs Helen Reid, Saikat Chatterjee and Trevor Hunnicutt – Reuters Investors have been piling into currency-hedged equity tracker funds, seeking protection against big moves in foreign exchange rates. Typically foreign investors buy un-hedged equities since share prices are usually negatively correlated to currencies. In fact, they offer a partial hedge against sharp moves in foreign exchange. /goo.gl/8JWyxh ****SD: How do ETF providers do this? Generally with forwards and options. The “o” word is only mentioned once in the article, but currency derivatives are really the heart of the…