Blog
Market Musings/Food for thought
8min read
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 …
8min read
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 …
8min read
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:
8min read
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.
8min read
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’,
8min read
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)
8min read
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.
8min read
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.
8min read
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.
8min read
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.
Blog
Market Musings/Food for thought
8min read
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 …
8min read
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 …
8min read
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:
8min read
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.
8min read
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’,
8min read
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)
8min read
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.
8min read
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.
8min read
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.
8min read
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.
