Menu

Search

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...

  821 822 823 824 825 826 827 828 829 830   

Economy

What should you do if you can’t pay your rent or mortgage?

The cost of living crisis is making it difficult for many people to pay their bills, including housing costs. Private sector rents have increased by an average 9% over the year to February 2024, and rising interest rates...

Reducing energy demand and improving efficiency will help prevent the next gas crisis

Gas prices have relaxed, Europe has come out of the winter with record gas storage levels and a surfeit of liquefied natural gas is set to reach the shores of Europe over the coming years. Many commentators are hopeful...

Minimum wage for South African farm workers: study shows 2013 hike helped reduce poverty even though compliance was poor

Minimum wage policies are typically aimed at reducing poverty. Yet there is little direct evidence of this effect, especially in developing countries. And none for South Africa. In a recent paper, we consider the...

Gas is good until 2050 and beyond, under Albanese gas strategy

The Albanese government is talking up the crucial role of gas as a transition fuel through to 2050 and beyond. In a gas strategy to be released on Thursday, the government envisages the fuels uses would change over...

South Africa’s plan to move away from coal: 8 steps to make it succeed

The South African governments Just Energy Transition Implementation Plan was launched in November 2023. It is a roadmap guiding the country away from reliance on coal-fired power towards renewable energy alternatives by...

Politics

US Supreme Court upended decades of precedent in 2022 by allowing voters to vote with gerrymandered maps instead of fixing the congressional districts first

For the 2022 midterm elections, the U.S. Supreme Court allowed Alabama to use congressional districts that violated the law and diluted the voting power of Black citizens. A 5-4 vote by the Supreme Court in February...

Germany lowers voting age to 16 for the European elections

Ahead of the European parliament elections in June, Germany has lowered the age limit on participation to 16. This makes it the largest of just a handful of states in the EU to allow people under the age of 18 to vote....

South Africa will be president of the G20 in 2025: two much-needed reforms it should drive

South Africa will play an important international role in 2025 as president of the G20. The G20 is a group of 19 countries as well as the African Union and the European Union. Between them they represent 85% of global...

What early 2024 polls are revealing about voters of color and the GOP

By the end of winter 2024, the return of Donald Trump to the top of the GOP presidential ticket has revealed a surprising trend in the former presidents base of support: his increasing popularity among Black and Latino...

Science

Why are algorithms called algorithms? A brief history of the Persian polymath you’ve likely never heard of

Algorithms have become integral to our lives. From social media apps to Netflix, algorithms learn your preferences and prioritise the content you are shown. Google Maps and artificial intelligence are nothing without...

IceCube researchers detect a rare type of energetic neutrino sent from powerful astronomical objects

About a trillion tiny particles called neutrinos pass through you every second. Created during the Big Bang, these relic neutrinos exist throughout the entire universe, but they cant harm you. In fact, only one of them is...

The Mars Sample Return mission has a shaky future, and NASA is calling on private companies for backup

A critical NASA mission in the search for life beyond Earth, Mars Sample Return, is in trouble. Its budget has ballooned from US$5 billion to over $11 billion, and the sample return date may slip from the end of this...

Dark matter: our new experiment aims to turn the ghostly substance into actual light

A ghost is haunting our universe. This has been known in astronomy and cosmology for decades. Observations suggest that about 85% of all the matter in the universe is mysterious and invisible. These two qualities are...

A Nasa rover has reached a promising place to search for fossilised life on Mars

While we go about our daily lives on Earth, a nuclear-powered robot the size of a small car is trundling around Mars looking for fossils. Unlike its predecessor Curiosity, Nasas Perseverance rover is explicitly intended to...

Technology

Altcoins a ‘Relatively Huge’ Risk as Big Returns Fade, Analysts Warn Investors

Analysts caution that altcoins now represent a relatively huge risk, with the days of massive returns fading. Markus Thielen of 10xResearch suggests the high-reward era is over as crypto market narratives...

Bitcoin Has Best Day in 2 Months as SHIB to Get More Scarce with Shibarium

Bitcoin experienced its largest single-day rise in nearly two months, while ShibaSwaps expansion to Shibarium is set to increase SHIBs scarcity by boosting its burn rate. ShibaSwap Launches on Shibarium, Increasing SHIB...

Kia's Electric Pickup Spotted in US Testing, Targets Tesla Cybertruck, Ford F-150 Lightning

Kias upcoming electric pickup, designed to rival the Tesla Cybertruck, Rivian R1T, and Ford F-150 Lightning, has been spotted testing in the U.S., marking a significant step in its development. Kias Strategic Move into...

OpenAI Strikes Deal with Reddit to Bring Content to ChatGPT, Boosting Stocks

OpenAI and Reddit announced a partnership on May 16 to integrate Reddit content into ChatGPT, enhancing the chatbots capabilities and driving Reddits stock up 12% in extended trading. Reddit Diversifies Beyond...
  • Market Data
Close

Welcome to EconoTimes

Sign up for daily updates for the most important
stories unfolding in the global economy.