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VIX creator Bob Whaley: investors don’t grasp Wall Street ‘fear gauge’; Swedroe: Embracing The Downside Newsletter,Options

Lead Stories VIX creator Bob Whaley: investors don’t grasp Wall Street ‘fear gauge’ Graham Rapier – Business Insider Business Insider recently spoke with Bob Whaley, the Vanderbilt University finance professor who created the wildly popular index. Whaley, 64, said he had been pleasantly surprised by the attention his index had received since its launch almost three decades ago. Here’s what he had to say: jlne.ws/2wVmutF Swedroe: Embracing The Downside Larry Swedroe – ETF.com It has long been known that investors have asymmetric preferences when it comes to bearing downside risk versus participating in the upside. The term “loss aversion” refers…

SEC nomination; Trouble for fastest traders; The death of stocks has been exaggerated John Lothian Newsletter,Newsletter

First Read Hits & Takes By JLN Staff Our friends at Deutsche Boerse Group have produced a video posted to Youtube titled “Brexit explained in simple terms”~JJL Do you know BOAT Services? The Cinnober subsidiary just received FCA approval to publish your firm’s post-trade reports – it’s a MIFID II thing. BOAT Services has more than 350 customers.~JK Retired FIA President John Damgard is today’s featured speaker from this summer’s MarketsWiki Education World of Opportunity series in Chicago.~JJL The Realization Group and Software AG is hosting the second in a series of roundtable discussions on Digital Excellence in Banking and…

London’s biggest clearing house open to more EU oversight; Exchanges stranglehold on data costs stifling market activity; Deutsche Boerse says open to index and data business deals John Lothian Newsletter,Newsletter

First Read Have you checked out the lineup for Trading Chicago? JLN The FOW-JLN conference Trading Chicago is on June 28th — less than three weeks from now. Is it on your calendar yet? Check out the lineup. Speakers this year include the Streetwise Professor Craig Pirrong, Leslie Sutphen and Gary DeWaal debating Dodd-Frank, Fidessa’s Steve Grob, Chris Hehmeyer and Joshua Yang talking about our markets in an age of populism with Carl Gilmore. Other notables include Jay Feuerstein of Budo Group, Richard Mackey of Rosenthal Global Securities and Tim Gits of Eurex and Chris Anderson of Itiviti talking about…

Sailing the Chaos of a Trump Rally; Why A Trump Presidency is Fed Positive; Stock market struggles to extend last week’s postelection rally Newsletter,Options

Observations & Insight A Basel netting issue: Pushing for less burdensome capital requirements in the options market Spencer Doar – JLN The unintended consequences of financial regulation have been seeping into the markets since the first rule was made in the wake of the financial crisis. One prime example is the leverage ratio, which determines the required capital of general clearing members. The actual calculation of the capital requirement within the Basel III leverage ratio framework is a particular sticking point for the OCC. Right now, the Current Exposure Method (CEM) is used in the calculation, whereas the OCC and…