Delta convention of OECD economies considering option smiles
Aug 19, 2015 08:25 am UTC| Insights & Views
This concept generally arises when forward hedging takes place as these are popular to arrest rate risks, Forward delta conventions are normally used to specify implied volatilities because of the symmetry of put and call...
Strategy optimizer - GBP/JPY straddle shorting
Aug 19, 2015 06:55 am UTC| Insights & Views
Trend overview: SidewaysAs a result of technical observation we look ahead for slight dips in the near future but sideways in medium term. More importantly implied volatility of near month ATM calls for this pair is seen...

Currency snapshot (commodity pairs)
Aug 18, 2015 17:40 pm UTC| Insights & Views
Dollar index trading at 97.02 (+0.25%) Strength meter (today so far) - Aussie -0.50%, Kiwi +0.03%, Loonie +0.12%. Strength meter (since last week) - Aussie -0.52%, Kiwi +0.70%, Loonie +0.11%. AUD/USD Trading at...

Currency snapshot (major pairs)
Aug 18, 2015 16:32 pm UTC| Insights & Views
Dollar index trading at 97 (+0.19%). Strength meter (today so far) - Euro -0.45%, Franc -0.23%, Yen +0.04%, GBP +0.50% Strength meter (since last week) - Euro -0.29%, Franc -0.11%, Yen -0.05%, GBP -0.35% EUR/USD...

Aug 18, 2015 16:30 pm UTC| Insights & Views
Equities are broadly trading in red today. Performance this week at a glance in chart table - SP 500 - SP is marginally lower today. Todays range 2096-2107. Building permits dropped to 1.12 million from 1.34...

Aug 18, 2015 15:46 pm UTC| Insights & Views
Energy pack is mixed today, while oil is up, gas is down. Weekly performance at a glance in chart table. Oil (WTI) - WTI is the best performer today, might be in the process of forming important bottom. Todays range...

Commodities snapshot (precious & industrial)
Aug 18, 2015 15:31 pm UTC| Insights & Views
Metal pack is trading in red this week. Performance this week at a glance in chart table - Gold - Golds is continuing its struggle around $1120 area. Todays range - $1109-$1121. Gold is likely to reach as high as...