
Chinese volatility spills over to Europe
Aug 20, 2015 14:21 pm UTC| Insights & Views
Chinese stock market is the most volatile in the world. At the peak of the crash, 5 day average of realized volatility reached close to 10% for its benchmark stock index Shanghai Composite. It has fallen substantially over...

Aug 20, 2015 13:27 pm UTC| Insights & Views
Pound and Dollar trade is war between two hawkish central bank. While FED is clearly ahead of Bank of England (BOE) this year, it is the subsequent hikes and contraction of balance sheet that will decide the pairs...
UK’s underlying economic current remains strong
Aug 20, 2015 12:55 pm UTC| Insights & Views
In spite of stronger Pound creating headwinds for exports and rate hike from Bank of England (BOE) looming ahead, UKs economy continued to show signs of improvement. According to latest survey from conference...

FxWirePro: No twists in EUR/CAD’s uptrend – stay firm and safe with option collars
Aug 20, 2015 12:47 pm UTC| Insights & Views
A temporary pause in prevailing uptrend should disrupt bull sentiments, if you think Euro to spike up further against Canadian dollar, while ATM volatilities remain at 9.40%, then cover your underlying currency exposures...

Higher crack spread leading to high refinery inputs in US
Aug 20, 2015 12:09 pm UTC| Insights & Views
US refineries are operating very close to 100% capacity in a bid to gain from higher crack spreads prevailing across globe, thanks to lower crude prices. What is crack spread? Roughly speaking, crude oil is not...

FxWirePro: Strategy optimizer through Black Scholes – a run through of GBP/AUD call backspread
Aug 20, 2015 12:08 pm UTC| Insights & Views
How can improve odds on GBPAUD call backspreads? Delta Gamma:As you can point out from diagrammatic representation of this bullish strategy, the spread is delta neutral through slightly positive (0.008) or close zero...

Chinese Yuan's devaluation could hit broader Asian demand, Japanese exporters at risk
Aug 20, 2015 11:42 am UTC| Insights & Views
Since April 2013 the BoJ has ploughed 170 trillion yen ($1.37 trillion) into a radical quantitative easing programme in an effort to jolt its flagging economy out of decades of deflation. BoJ relies heavily on a solid...