Tags » Volatility

By this metric, bonds have never been more valuable

Global bond yields hover near all-time lows. In the United States, a 10-year Treasury note yields less than 2%. In Europe and Japan, the bond markets have tumbled through the looking glass into a world of negative interest rates. 719 more words

Economy & Markets

Shearwater AusCert 2016 CTF – Game of Memory Writeup

This blog contains a write up of the solution I used to solve the category “Game of Memory”. Unlike with the other categories, there is a single challenge and we’re tasked to answer specific questions. 800 more words

Capture The Flag Challenges & Wargames

Basic Tutorial On The Concept Of Risk, Return, Volatility, Diversification, Beta, Risk Premium, And CAPM

If you are new to finance, like I was and probably still am, have a look at this excellent 42 minute video by Brad Simon that explains fundamentally what are risk, return, diversification, beta, risk premium, required return, CAPM, and a bunch of other stuff, complete with the formulas to calculate them. 611 more words

How To..

Life below zero – the impact of negative rates on derivatives activity

James Purchase and Nick Constantine.

In 1995, Fischer Black, an economist whose ground-breaking work in financial theory helped revolutionise options trading, confidently stated that “the nominal short rate cannot be negative.”  Twenty years later this assumption looks questionable: one quarter of world GDP now comes from countries with negative central bank policy rates.  1,462 more words

Monetary Policy

Things Warren Buffett Never Said

Warren Buffett may be the most famous investor in the world. The annual meeting of his company is known as ‘Woodstock for Capitalists,’ and is attended by 40,000 people. 399 more words

Mark Leibman

Fed Changes Tune On Interest Rates

WEEKLY UPDATE – MAY 23, 2016

Stocks closed out a bumpy week mixed, ending a three-week stretch of losses for the S&P 500 and NASDAQ. The Dow, however, extended losses for a fourth straight week for the first time since 2014.[1] For the week, the S&P 500 gained 0.28%, the Dow lost 0.20%, the NASDAQ gained 1.10%, and the MSCI EAFE added 0.16%.[2] 1,297 more words

Stocks

SRPT

SRPT options are sitting at 400%+ IV. There must be an earnings that is pending.

I still have 327 shares. So I sold 3 options at $19 strike at $6.oo each option! 89 more words

Options