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Two Order Books Are Better Than One Trading At Settlement Tas In Vix Futures
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Book Synopsis Two Order Books Are Better Than One? Trading at Settlement (TAS) in VIX Futures by : Bujar Huskaj
Download or read book Two Order Books Are Better Than One? Trading at Settlement (TAS) in VIX Futures written by Bujar Huskaj and published by . This book was released on 2014 with total page 32 pages. Available in PDF, EPUB and Kindle. Book excerpt: We examine the effects from the Trading At Settlement (TAS) introduction on VIX futures market quality. We find that the VIX futures market exhibits higher trading activity and better liquidity after the TAS introduction. VIX futures traders use the TAS limit order book to execute large transactions, and TAS helps limit order traders from being picked off by informed traders when the VIX futures price volatility is high. The TAS introduction has created a highly liquid, low-cost, trading venue. Although the TAS introduction fragments VIX futures trading into two order books, liquidity in the regular order book is not hurt.
Book Synopsis Market Tremors by : Hari P. Krishnan
Download or read book Market Tremors written by Hari P. Krishnan and published by Springer Nature. This book was released on 2021-09-14 with total page 257 pages. Available in PDF, EPUB and Kindle. Book excerpt: Since the Global Financial Crisis, the structure of financial markets has undergone a dramatic shift. Modern markets have been “zombified” by a combination of Central Bank policy, disintermediation of commercial banks through regulation, and the growth of passive products such as ETFs. Increasingly, risk builds up beneath the surface, through a combination of excessive leverage and crowded exposure to specific asset classes and strategies. In many cases, historical volatility understates prospective risk. This book provides a practical and wide ranging framework for dealing with the credit, positioning and liquidity risk that investors face in the modern age. The authors introduce concrete techniques for adjusting traditional risk measures such as volatility during this era of unprecedented balance sheet expansion. When certain agents in the financial network behave differently or in larger scale than they have in the past, traditional portfolio theory breaks down. It can no longer account for toxic feedback effects within the network. Our feedback-based risk adjustments allow investors to size their positions sensibly in dangerous set ups, where volatility is not providing an accurate barometer of true risk. The authors have drawn from the fields of statistical physics and game theory to simplify and quantify the impact of very large agents on the distribution of forward returns, and to offer techniques for dealing with situations where markets are structurally risky yet realized volatility is low. The concepts discussed here should be of practical interest to portfolio managers, asset allocators, and risk professionals, as well as of academic interest to scholars and theorists.
Book Synopsis Trading Options for Edge by : Mark Sebastian
Download or read book Trading Options for Edge written by Mark Sebastian and published by Walter de Gruyter GmbH & Co KG. This book was released on 2022-10-03 with total page 234 pages. Available in PDF, EPUB and Kindle. Book excerpt: If you have experience in option trading, or a strong understanding of the options markets, but want to better understand how to trade given certain market conditions, this is the book for you. Mark Sebastian's new edition will teach trade evaluation, using Greeks, trading various spreads under different market conditions, portfolio-building, and risk management. Sebastian's approach will help traders understand how to find edge, what kind of trade under what conditions will capture edge, and how to create and successfully hedge. The book demonstrates how to structure a portfolio of trades that makes more money with less risk.
Download or read book Federal Register written by and published by . This book was released on 2013-10 with total page 556 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Introduction To Derivative Securities, Financial Markets, And Risk Management, An (Third Edition) by : Robert A Jarrow
Download or read book Introduction To Derivative Securities, Financial Markets, And Risk Management, An (Third Edition) written by Robert A Jarrow and published by World Scientific. This book was released on 2024-05-03 with total page 763 pages. Available in PDF, EPUB and Kindle. Book excerpt: The third edition updates the text in two significant ways. First, it updates the presentation to reflect changes that have occurred in financial markets since the publication of the 2nd edition. One such change is with respect to the over-the-counter interest rate derivatives markets and the abolishment of LIBOR as a reference rate. Second, it updates the theory to reflect new research related to asset price bubbles and the valuation of options. Asset price bubbles are a reality in financial markets and their impact on derivative pricing is essential to understand. This is the only introductory textbook that contains these insights on asset price bubbles and options.
Book Synopsis Jim Cramer's Real Money by : Jim Cramer
Download or read book Jim Cramer's Real Money written by Jim Cramer and published by Simon and Schuster. This book was released on 2009-01-06 with total page 323 pages. Available in PDF, EPUB and Kindle. Book excerpt: Presents guidelines on how to invest successfully by becoming a "prudent speculator," explaining the role of psychology in risk taking while covering such topics as spotting an undervalued stock and knowing when to sell.
Book Synopsis Constructing the Criollo Archive by : Antony Higgins
Download or read book Constructing the Criollo Archive written by Antony Higgins and published by Purdue University Press. This book was released on 2000 with total page 320 pages. Available in PDF, EPUB and Kindle. Book excerpt: Focusing on a period neglected by scholars, Higgins reconstructs how during the colonial period criollos - individuals identified as being of Spanish descent born in America - elaborated a body of knowledge, an "archive," in order to establish their intellectual autonomy within the Spanish colonial administrative structures." "This book opens up an important area of research that will be of interest to scholars and students of Spanish American colonial literature and history."--BOOK JACKET.
Book Synopsis Thucydides and Political Order by : Christian R. Thauer
Download or read book Thucydides and Political Order written by Christian R. Thauer and published by Springer. This book was released on 2016-04-08 with total page 200 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book, the second of two monographs, consists of contributions by world-class scholars on Thucydides' legacy to the political process. It also includes a careful examination of the usefulness and efficacy of the interdisciplinary approach to political order in the ancient world and proposes new paths for the future study.
Book Synopsis The Second Leg Down by : Hari P. Krishnan
Download or read book The Second Leg Down written by Hari P. Krishnan and published by John Wiley & Sons. This book was released on 2017-02-15 with total page 285 pages. Available in PDF, EPUB and Kindle. Book excerpt: Cut risk and generate profit even after the market drops The Second Leg Down offers practical approaches to profiting after a market event. Written by a specialist in global macro, volatility and hedging overlay strategies, this book provides in-depth insight into surviving in a volatile environment. Historical back tests and scenario diagrams illustrate a variety of strategies for offsetting portfolio risks with after-the-fact options hedging, and the discussion explores how a mixture of trend following and contrarian futures strategies can be beneficial. Without a rational analysis-based approach, investors often find themselves having to cut risk and buy protection just as options are at their most over-priced. This book provides practical strategies, expert analysis and the knowledge base to assist you in recovering your portfolio. Hedging strategies are often presented as expensive and unnecessary, especially during a bull market. When equity indices and other unstable assets drop, they find themselves stuck – hedging is now at its most expensive, but it is imperative to hedge or face liquidation. This book shows you how to salvage the situation, with strategies backed by expert analysis. Identify the right hedges during high volatility Generate attractive risk-adjusted returns Learn new strategies for offsetting risk Know your options for when losses have already occurred Imagine this scenario: you've incurred significant losses, you're approaching risk limits, you must cut risk immediately, yet slashing positions would damage the portfolio – what do you do? The Second Leg Down is your emergency hotline, with practical strategies for dire conditions.
Book Synopsis Commodity Investing and Trading by : Stinson Gibner
Download or read book Commodity Investing and Trading written by Stinson Gibner and published by . This book was released on 2013 with total page 453 pages. Available in PDF, EPUB and Kindle. Book excerpt: Stinson Gibner brings two decades worth of experience to Commodity Investing and Trading, in which he and his experienced contributors discuss all aspects of the commodity markets, from fundamentals to how best to invest and trade in them. This book systematically provides the reader with an introduction to the primary risk drivers of each of the principle commodity markets.
Book Synopsis The VIX Index and Volatility-Based Global Indexes and Trading Instruments: A Guide to Investment and Trading Features by : Matthew T. Moran
Download or read book The VIX Index and Volatility-Based Global Indexes and Trading Instruments: A Guide to Investment and Trading Features written by Matthew T. Moran and published by CFA Institute Research Foundation. This book was released on 2020-04-28 with total page 49 pages. Available in PDF, EPUB and Kindle. Book excerpt: During the past two decades, the Cboe Volatility Index (VIX® Index), a key measure of investor sentiment and 30-day future volatility expectations, has generated much investor attention because of its unique and powerful features. The introduction of VIX futures in 2004, VIX options in 2006, and other volatility-related trading instruments provided traders and investors access to exchange-traded vehicles for taking long and short exposures to expected S&P 500 Index volatility for a particular time frame. Certain VIX-related tradable products may provide benefits when used as tools for tail-risk hedging, diversification, risk management, or alpha generation. Gauges of expected stock market volatility for various regions include the VIX Index (United States), AXVI Index (Australia), VHSI Index (Hong Kong), NVIX Index (India) and VSTOXX Index (Europe). All five of these volatility indexes had negative correlations with their related stock indexes price movements, and all five volatility indexes rose more than 50% in 2008. Although the five volatility indexes are not investable, investors can explore VIX-based benchmark indexes that show the performance of hypothetical investment strategies using VIX futures or options. Before investing in volatility-related products, investors should closely study the pricing, roll cost, and volatility features of the tradable products and read the applicable prospectuses and risk disclosure statements.
Book Synopsis The Ancient Art of Persuasion across Genres and Topics by :
Download or read book The Ancient Art of Persuasion across Genres and Topics written by and published by BRILL. This book was released on 2019-11-04 with total page 424 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is an original collection of essays that contribute to a developing appreciation of persuasion across ancient genres (mainly oratory, historiography, poetry) and a wide diversity of interdisciplinary topics (performance, language, style, emotions, gender, argumentation and narrative, politics).
Download or read book Cosa V written by Elizabeth Fentress and published by University of Michigan Press. This book was released on 2003 with total page 446 pages. Available in PDF, EPUB and Kindle. Book excerpt: A presentation of seven years' archaeological excavation, research, and analysis of the site of Cosa
Book Synopsis Cicero, Philippic 2, 44–50, 78–92, 100–119 by : Ingo Gildenhard
Download or read book Cicero, Philippic 2, 44–50, 78–92, 100–119 written by Ingo Gildenhard and published by Open Book Publishers. This book was released on 2018-09-03 with total page 331 pages. Available in PDF, EPUB and Kindle. Book excerpt: Cicero composed his incendiary Philippics only a few months after Rome was rocked by the brutal assassination of Julius Caesar. In the tumultuous aftermath of Caesar’s death, Cicero and Mark Antony found themselves on opposing sides of an increasingly bitter and dangerous battle for control. Philippic 2 was a weapon in that war. Conceived as Cicero’s response to a verbal attack from Antony in the Senate, Philippic 2 is a rhetorical firework that ranges from abusive references to Antony’s supposedly sordid sex life to a sustained critique of what Cicero saw as Antony’s tyrannical ambitions. Vituperatively brilliant and politically committed, it is both a carefully crafted literary artefact and an explosive example of crisis rhetoric. It ultimately led to Cicero’s own gruesome death. This course book offers a portion of the original Latin text, vocabulary aids, study questions, and an extensive commentary. Designed to stretch and stimulate readers, Ingo Gildenhard’s volume will be of particular interest to students of Latin studying for A-Level or on undergraduate courses. It extends beyond detailed linguistic analysis to encourage critical engagement with Cicero, his oratory, the politics of late-republican Rome, and the transhistorical import of Cicero’s politics of verbal (and physical) violence.
Book Synopsis The Hedge Fund Compliance and Risk Management Guide by : Armelle Guizot
Download or read book The Hedge Fund Compliance and Risk Management Guide written by Armelle Guizot and published by John Wiley & Sons. This book was released on 2006-10-25 with total page 466 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Hedge Fund Compliance and Risk Management Guide provides you with a broad examination of the most important compliance and risk management issues associated with today’s hedge funds. Straightforward and accessible, this invaluable resource covers everything from how hedge funds continue to generate lucrative returns to why some use sophisticated instruments and financial engineering to get around fundamental regulatory laws.
Book Synopsis Introduction to Derivative Securities, Financial Markets, and Risk Management, an (Third Edition) by : Robert A Jarrow
Download or read book Introduction to Derivative Securities, Financial Markets, and Risk Management, an (Third Edition) written by Robert A Jarrow and published by . This book was released on 2024-07-06 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: The third edition updates the text in two significant ways. First, it updates the presentation to reflect changes that have occurred in financial markets since the publication of the 2nd edition. One such change is with respect to the over-the-counter interest rate derivatives markets and the abolishment of LIBOR as a reference rate. Second, it updates the theory to reflect new research related to asset price bubbles and the valuation of options. Asset price bubbles are a reality in financial markets and their impact on derivative pricing is essential to understand. This is the only introductory textbook that contains these insights on asset price bubbles and options.
Book Synopsis Essays on VIX Futures and Options by : Bujar Huskaj
Download or read book Essays on VIX Futures and Options written by Bujar Huskaj and published by . This book was released on 2012 with total page 74 pages. Available in PDF, EPUB and Kindle. Book excerpt:
