Blog

Market Musings/Food for thought

8min read

Options and Volatility

Implied Volatility and it’s role in the financial world of options

Options and Volatility Implied Volatility and it’s role in the financial world of options Written by: Varda Pandey The term …

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8min read

Interest Rate Concepts

Interest rate parity – Theory versus Reality

Interest Rate Concepts Interest rate parity – Theory versus Reality Written by: Varda Pandey One of the most looked up …

Read More
table

8min read

FX points and Carry

Part 2 – The long due love affair with Asian local currency bonds – best vol-adjusted carry in the region

Let’s bring Asia back in focus and assess the themes in play, though I would recommend reading Part 1 before moving on:

Read More

8min read

FX and Rates Volatility

Part 1 – Asia in Focus – what do markets tell us about monetary policy divergence?

In my previous blog post we discussed the growing popularity of carry trades that analogously shows up as selling of interest rate vol especially as it’s been the highest across asset classes.

Read More

8min read

Interest Rates update

Risk ‘carry-ed’ away by Fed’s assurance

Risk Assets seem to have found a ‘sweet’ equilibrium in sync with a 3-3.5% headline inflation steadily adding to US households’ networth. A very eloquent chair Powell, calling a rate hike ‘unlikely’,

Read More

8min read

Cash and Options

India’s Equity Options Market – a Giant too hard to tame?

Unexplained wild short lived price swings on option expiries and underlying cash market don’t bode well for broader market development. (For those well versed with India’s options market and ODTE please jump to page 6 on Potential Risk loopholes)

Read More

8min read

Swaptions/Cash bonds

Ahead of FOMC – Where is the shock?

Despite the sell-off in interest rates, shock value of the jobs and inflation print has failed to transmit into price action for now even though the magnitude of jump in yields is somewhat comparable.

Read More
Put call parity

8min read

Options and Strategies

A Refresher on Put Call Parity

One of the initial and crucial pitstops in your journey of the world of (European) options to fuel your understanding better is the concept of Put-Call parity.

Read More

8min read

Interest Rate and Derivatives

What’s the US Rates price action telling us?

We are already a couple of weeks into 2024 and even after a very eventful final quarter of 2023, there’s no dearth of excitement and intrigue to start the new year.

Read More

8min read

Interest Rate and Derivatives

How many types of interest rate derivatives are there?

IRDs are subclassified into two types: linear and non-linear. They are further broken down into “vanilla” and “exotic” IRDs.

Read More

Blog

Market Musings/Food for thought

8min read

Options and Volatility

Implied Volatility and it’s role in the financial world of options

Options and Volatility Implied Volatility and it’s role in the financial world of options Written by: Varda Pandey The term …

Read More

8min read

Interest Rate Concepts

Interest rate parity – Theory versus Reality

Interest Rate Concepts Interest rate parity – Theory versus Reality Written by: Varda Pandey One of the most looked up …

Read More
table

8min read

FX points and Carry

Part 2 – The long due love affair with Asian local currency bonds – best vol-adjusted carry in the region

Let’s bring Asia back in focus and assess the themes in play, though I would recommend reading Part 1 before moving on:

Read More

8min read

FX and Rates Volatility

Part 1 – Asia in Focus – what do markets tell us about monetary policy divergence?

In my previous blog post we discussed the growing popularity of carry trades that analogously shows up as selling of interest rate vol especially as it’s been the highest across asset classes.

Read More

8min read

Interest Rates update

Risk ‘carry-ed’ away by Fed’s assurance

Risk Assets seem to have found a ‘sweet’ equilibrium in sync with a 3-3.5% headline inflation steadily adding to US households’ networth. A very eloquent chair Powell, calling a rate hike ‘unlikely’,

Read More

8min read

Cash and Options

India’s Equity Options Market – a Giant too hard to tame?

Unexplained wild short lived price swings on option expiries and underlying cash market don’t bode well for broader market development. (For those well versed with India’s options market and ODTE please jump to page 6 on Potential Risk loopholes)

Read More

8min read

Swaptions/Cash bonds

Ahead of FOMC – Where is the shock?

Despite the sell-off in interest rates, shock value of the jobs and inflation print has failed to transmit into price action for now even though the magnitude of jump in yields is somewhat comparable.

Read More
Put call parity

8min read

Options and Strategies

A Refresher on Put Call Parity

One of the initial and crucial pitstops in your journey of the world of (European) options to fuel your understanding better is the concept of Put-Call parity.

Read More

8min read

Interest Rate and Derivatives

What’s the US Rates price action telling us?

We are already a couple of weeks into 2024 and even after a very eventful final quarter of 2023, there’s no dearth of excitement and intrigue to start the new year.

Read More

8min read

Interest Rate and Derivatives

How many types of interest rate derivatives are there?

IRDs are subclassified into two types: linear and non-linear. They are further broken down into “vanilla” and “exotic” IRDs.

Read More

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