No disparity between calls and puts of GBP/USD straddle
Jun 30, 2015 10:46 am UTC| Insights & Views
We considered ATM options while calculating Put call parity of GBP straddle structure as shown in the figure.This can only be applicable to European style of options as they will have to be exercised only at maturity...
ECB taper remains far as inflation remains low
Jun 30, 2015 10:41 am UTC| Insights & Views
While growth and inflation returned to Euro zone, both remain too weak and fragile to give an early call off of European Central Banks (ECB) Public sector purchase program (PSPP) which along with other two purchase...
Market Scenarios amid Fed hike expectations- how could we be equipped?
Jun 30, 2015 10:14 am UTC| Insights & Views
Risk-adjusted returns of global portfolios are going lower: Rolling risk-adjusted returns of a typical 60/40 global portfolio (FX hedged).The correlation between equity and fixed income rising returns turning into...
Spanish Prime Minister takes hard stance on Greece
Jun 30, 2015 09:25 am UTC| Insights & Views
Greek voters are scheduled to vote on a referendum next Sunday. Though the question is whether or not to accept the bailout conditions proposed by Euro zone creditors, many have indicated it has something to do with...
RBNZ needs to lower cost of capital, weak kiwi not enough
Jun 30, 2015 08:49 am UTC| Insights & Views
One rate cut and comments from Reserve Bank of New Zealand (RBNZ) has pushed New Zealand dollar to its lowest since 2010 against dollar. However, weak exchange rate is yet to cushion the economic downturn, New Zealand is...
Why does put call parity play crucial role in option combinations?
Jun 30, 2015 08:23 am UTC| Insights & Views
Weve been advocating strategies involving option combinations contemplating a proper computation of put call parity of the currency pairs. We are take this through why is it so important to shed some light on put call...
Guide to today’s important data and events
Jun 30, 2015 08:11 am UTC| Insights & Views
Lot of economic dockets to be released today, however the risks associated with the releases are moderate. Data released so far - New Zealand - ANZ business confidence dropped to -2.3 from 15.7 prior. Activity outlook...
A sustainable future begins at ground level
Canada needs a national strategy for homeless refugee claimants
An eclipse for everyone – how visually impaired students can ‘get a feel for’ eclipses