Options & Derivatives Blogs and Articles
Options & Derivatives Blogs and Articles
Options & Derivatives Pulse
EMAIL DIGESTS
Daily
Every morning
Weekly
Tuesday recap
EMAIL DIGESTS
Daily
Every morning
Weekly
Tuesday recap
In this episode the host shares resources for both learners and active traders, highlighting the free CME Trading Simulator and educational posts on implied forwards and Jensen's inequality. The main focus is on using AI tools to transform textual insights into interactive dashboards, demonstrated by building a silver‑price dashboard in Excel with AI assistance, which cut a six‑hour task down to about ninety minutes. The host emphasizes that AI boosts productivity, allowing more projects and deeper learning, but warns that this boost is temporary and will become the new baseline. Throughout, the discussion underscores the growing value of unique data as AI inference costs drop.
The episode delves into a recent study examining multifractality in major cryptocurrency markets, revealing that the complex scaling behavior of assets like Bitcoin, Ethereum, DEX tokens, and NFTs is driven chiefly by long-range temporal correlations rather than merely heavy‑tailed return...
The episode explores how income investing has shifted from relying solely on dividends to incorporating options strategies like covered calls and cash‑secured puts to generate cash flow, especially from non‑dividend‑paying growth stocks. It explains the mechanics of these strategies, their...
This episode explores herding behavior beyond equities, focusing on cryptocurrency markets during geopolitical shocks and commodity ETFs across different asset classes and time scales. Recent research shows strong, asymmetric herding in crypto—especially in bearish periods and when perceived geopolitical risk...
The episode delves into the dynamics between the VIX spot index, VIX futures, and the implied volatility of VIX options, highlighting a unidirectional causality chain where spot VIX leads futures, which in turn lead option volatility. High‑frequency analysis shows that...
The episode reviews the mixed early‑trade futures landscape, noting grain prices slipping while soybeans rose on expectations of sustained demand despite uncertain Chinese imports. It highlights Brazil's soybean dynamics—rising harvests but limited exports due to domestic crusher buying and a...
Patrick Kazley’s new paper argues that the apparent drag from buying put options is largely a hidden short‑beta exposure, not an inherent cost of long volatility. By neutralizing this beta, a pure long‑volatility factor delivers positive returns over time. The...
