Implied volatility
How a machine learning model closed a hidden FX arbitrage gap
MUFG Securities quant uses variational inference to control the mid volatility of options
FX option selling and weak demand behind vol slide, say traders
EUR/USD vol inches towards pre-Covid lows, but some believe inflation could upset trend
Markets search for FX factor as rates fall flat
Traders signal shift to currency strategies, but is it passing fad or permanent fixture?
Strike a pose: deal contingents back in vogue after mid-year slump
M&A revival breathes life into deal contingent trades, but elevated risk keeps prices high
Brexit, Hong Kong tensions revive FX options market
Political wrangles have helped boost FX options volumes in Hong Kong dollar and sterling
Bargain-hunting equity hedgers turn to FX
Currency options are cheap relative to stock index puts, but correlations are uncertain
Andreas König’s crisis playbook meets Covid-19
Interview: Trading from home may be odd, but Amundi’s FX head was ready for other stresses
FX options, NDFs trading slows as Covid fears ease
Analysis of transaction data shows lower notional volumes and tighter spreads for most currency pairs
FX vol revived by Covid-19 – but for how long?
Traders split on whether virus impact or central bank responses will prove most powerful
Coronavirus jolts FX options market
Analysis of transaction data shows record notional volumes for some G10 pairs
For FX dealers, virus brings volumes
Mixed feelings for sell-side traders as Covid-19 spurs wave of speculation and hedging
Dealers turn to mid-cap and EM deal-contingent trades
Premiums of more than 25% are attractive to banks battling low vol and increasing competition
Who killed FX volatility?
Beyond central bank policy, traders see a range of hidden structural factors at work
G10 implied volatility hovers at extreme lows
Lowest levels since January 15 suggest investors are expecting a quiet summer
Hong Kong insurers hedge out their US dollar exposure
Insurers in Hong Kong are revising their long-term policy of not hedging out their US dollar exposures
New lows in FX volatility prompt funds to retreat from options
Volatility in the FX market is plunging to record lows in the fourth quarter, leading to changes in the composition of the options market
Carry trade yields 5% annual returns
Carry trades can produce surprisingly high returns, but beware unexpected volatility shocks, write Lukas Menkhoff, Lucio Sarno, Maik Schmeling and Andreas Schrimpf
Hildebrand scandal leaves Swissie expectations broadly unchanged
Swiss National Bank expected to hold EUR/CHF floor following governor's resignation, but an increase from 1.20 might now be delayed
FX Invest: Overlay Asset Management sticks with emerging markets
Overlay Asset Management’s Helie D’Hautefort talks to FX Invest about his firm's emerging markets strategies
Yield strategy delivers in July
LONDON - Currency managers using the yield strategy were the best performers in July, benefiting from improving European economic data and positive banking stress tests, shows research from Royal Bank of Scotland (RBS).
In Brief, July 5, 2010
Read this week's In Brief to stock up on the latest technology news around the FX world.