FxWirePro: Short EUR/GBP 6w shrinking vols and hedge short term FX risks with ratio spreads
Apr 28, 2016 13:32 pm UTC| Technicals
EUR/GBP is attempting to break its 0.7780 support. Given the non negligible risk of a less dovish Fed lifting the USD and more room for GBP appreciation against the EUR, odds favour shorts in EUR/GBP. The current...
Apr 28, 2016 10:51 am UTC| Technicals
Glimpse on historical evidences: We dont think this pair needs our much emphasis if you refer our earlier write ups, please follow below links for more...
Apr 28, 2016 09:06 am UTC| Commentary Technicals
Before we begin with hedging frameworks, refer below web-link for our technicals trend...
Apr 28, 2016 07:21 am UTC| Commentary
As shown in the diagram The ATM IVs of AUDJPY of 1W expiry is at around 18.55%. While, 1W ATM puts are priced 10.66% more than Net Present Value. Sensitivity tool signals more positive change in premiums in OTM...
Apr 28, 2016 06:43 am UTC| Technicals
Bears needed 2 days trading sessions enough to wipe off 2 weeks of gains: The pair after rejecting resistance at 86.368 levels, it was so easy for bears to resume their business. In recent past, we had seen a Long...
Apr 27, 2016 13:27 pm UTC| Commentary
Last week, Bank of England (BoE) maintained the bank rate unchanged at 0.50% and the stock of purchased assets at GBP375bn in April. Cable was last at 1.4593, off earlier day highs of 1.4621. Sterling was also little...
FxWirePro: Back-Testing of NZDUSD Put Call Parity Condition in Garman-Kohlhagen FX Model
Apr 27, 2016 12:49 pm UTC| Commentary
Any currency option deal may be equivalently valued as either a call or a put using a parity condition that is specific to currency options. This condition states that: Lets suppose a foreign trader has purchased USD...
Apple Backs Out of OpenAI Funding Talks Amid $6.5 Billion Raise: Report