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FX Hedging Strategy Series

FxWirePro: 1m NZD/USD IV skew indicates lower strikes on upper hand – “CCS” to serve both hedging and speculating motives

Jul 18, 2016 07:25 am UTC| Research & Analysis Insights & Views

1m ATM IVs are trending more than 14% which is favourable for option holders. As you can glance through the skewness in 1m IVs of NZDUSD, they highlight more probabilities of underlying spot sensitiveness to the ITM...

FxWirePro: EUR/AUD sensitivity tool with 27DTE strikes fair balances C/P ratio – Deploy Strips capitalizing higher probabilities on OTM strikes

Jul 15, 2016 12:33 pm UTC| Research & Analysis Insights & Views

The above diagram demonstrates the equal probabilities of gamma effects when you move towards on either direction of OTM or ITM strikes. These gamma values measure the rate of change of the delta with respect to the...

FX Hedging Strategy Series

FxWirePro: USD/CNH risk reversals 1Y lows, time to reload topside – Hedge via “Seagull” strikes 6.55/6.85/7.20

Jul 15, 2016 09:45 am UTC| Research & Analysis Insights & Views

The Chinese economy grew 6.7% YoY in Q2 2016, unchanged from Q1, to bolster the growth in order to achieve 6.5-7.0% growth target, further monetary policy easing is still on the table. The slowdown in M2 growth in recent...

FxWirePro: USD/CNH 1y volatility structurally expensive, Shorting Vega has good risk-reward

Jul 15, 2016 08:52 am UTC| Research & Analysis Insights & Views

Shorting vega and downside has good risk-reward Vega volatility structurally expensive. USD/CNH 1y implied volatility consistently trades at a significant premium above the realised volatility (see above graph). The...

FX Hedging Strategy Series

FxWirePro: Bid 1M RR to hedge AUD//USD - IV skews wider towards OTM strikes to signal positive cashflows in PRBS

Jul 15, 2016 07:27 am UTC| Research & Analysis Insights & Views

1m ATM IVs are trending more than 11% which is favourable for option holders. As you can glance through the skewness in 1m IVs of AUDUSD, they highlight more probabilities of underlying spot sensitiveness to the OTM...

FX Hedging Strategy Series

FxWirePro: EUR/SEK lacklustre IVs lure “CCS” during crayfish party for both speculation and hedging

Jul 14, 2016 13:08 pm UTC| Research & Analysis Insights & Views

We reckon that the major uptrend of EURSEK and the abrupt bear swings could be efficiently tackled by the below option strategy. As shown in the diagram, the ATM IVs of this pair have been anextremely lower side which...

FX Hedging Strategy Series

FxWirePro: EUR/USD tactical positioning in options investing – Optimize convexity and volatility

Jul 14, 2016 12:54 pm UTC| Research & Analysis Insights & Views

The implied volatility of ATM contracts for 1M-3M expiries of this the pair is flashing at around 8.4%. While current 1w IVs of ATM contracts of EURUSD crossfor 1W expiries considerably on a higher side (almost at...

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Science

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Over 50 Million USDT Blacklisted by Tether Amid Regulatory Scrutiny, Details Inside

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Altcoins Expected to Yield 2x-5x Gains by May End: Fetch.AI, Floki, AAVE, ENA

The latest climb in Bitcoins price beyond $65,000 on Wednesday sparked a new relief rally in the cryptocurrency market. Top altcoins are also profiting from the upward momentum, recovering from recent downturn tendencies....
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