• Reflections on 2011 and Thoughts on 2012 • Correlation and Volatility Risk for the Year Ahead • What Causes Volatility? • A Softer Landing in China: Analysis of FXI Options • Interview: Kristi Ross of tastytrade • USDA Reports: Taking Traders to the Limit
Reflections on 2011 and Thoughts on 2012
A review of 2011 and a look ahead at some developments to watch in 2012, with a strong emphasis on the VIX, volatility and related products.
Correlation and Volatility Risk for the Year Ahead
This article reviews option-implied correlation and equity volatility levels for 2012 and beyond.
What Causes Volatility?
What is the root cause of volatility, is it really bad news?
Interview: Kristi Ross
Mark Sebastian sits down with Kristi Ross, the president of the new internet financial network, tastytrade, which already seems to be making waves in the financial media.
USDA Reports: Taking Traders to the Limit
Guest contributor Zachary Fietsch brings us an analysis on USDA reports and their effect on futures traders.
A Softer Landing in China: Analysis of FXI Options
If we adopt an outlook on China that is neutral-to-positive with room for low-probability, extreme downside, the options market presents some interesting opportunities. This article analyzes the implied volatility in FXI options in terms of historical IV levels, IV term structure, and volatility skew.
