Volatility Review Monetizing the convexity risk premium, US structuredproduct dynamics, Positioning update Implied convexity continues to exhibit very high levels of stress and lags the recovery in other risk premia. We recommend monetizing this rich risk premium by selling Jun’21 variance swaps vs. buying 0.75x the vega notional in Jun’21 vol swaps on the S&P 500.Additionally, steep longer-dated skew and…
Good weekend to everyone and with the final trading day of calendar year 2018, we can’t help but desire...
J.P. Morgan’s Mike Ferolli Fundstrat’s Tom Lee Bank Of America’s Savita Subramanian
We’ve often said at Finom Group, “When the market doesn’t produce the higher probability outcome.” And that probability is...
Fear dominates in times that are especially uncomfortable. Bear market, recession, yield curve inversion, whatever….Negative focus/thinking is a self-perpetuating...
“Good to know” does not mean what we know is altogether practical. Welcome back investors and traders, to more...
The ECI is the best measure of wage growth, but you still need to look under the hood, not...
Nothing moves sentiment more than price! You’ve probably heard that phrasing before? The phrasing basically suggests that despite all...
While there is some sympathy for our mid-cycle transition, most think it’s too early, or not worth acting on....
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