Articles

Credit Markets are Signaling Trouble
Are You Betting on Termin...on or Volatility Dynamics
Divergence Between Credit...wap and Equity Volatility
Relationship Between Cred... Swaps and Equity Options
Market Correlations Started to Break Down
Another Look at Prepaymen...ortgage-Backed Securities
Do Derivative Accounting Rules Make Sense
Hedging in the Mortgage B...Can Increase Volatilities
How Will IFRS 9 Affect Financial Institutions
This ETF Helps Investors Hedge Market Risks
Volatility Trading Strate...and Roll Yield Strategies
Credit Markets are Signaling Trouble
Divergences in Equity and Fixed-Income Markets
Hedging is too Expensive for This Insurer
Hedging Interest Rate and Currency Risks
Quantitative Trading VIX ...Model and Trend Following
Using a Market Timing Rul...o Size an Option Position
Are ETFs Weapons of Mass Destruction
How Will the FED Cut its ...acked Securities Holdings
Why is Volatility so Low
Financial Market Insuranc...s Not Hurricane Insurance
Where are the Cheap Hedges for Equity Portfolios
Another Weapon of Mass Destruction
Another Quarter Loss for Metlife
“The most valuable commod...I know of is information”
Does Buying 50-Cent VIX Call Options Make Sense
Risks Involved When Inves... in Exchange Traded Funds
Link Between Realized and Implied Volatilities
“It might be that VIX is ... that risk is fairly low”
How to Find Cheap Hedges
US Oil Producers Reducing Hedging Activities
“True Volatility Is Creat... What is Not Anticipated”
Is The Volatility Index V...red to High-Yield Spreads
Is Volatility of Volatility Increasing
What Caused the Increase ... Volatility of Volatility
Is Risk Parity an Overcrowded Trade
Low Volatility and The Da...ger of Increased Leverage
How to Invest in a Low Volatility Environment
High Yield Spreads and The Volatility Index