volatility

What makes your initial margin volatile?

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If you run a ‘buy and hold’ strategy you don’t expect your initial margin requirement to change much. You would even hope that margin would progressively fall over time as the duration decreases. But, this isn’t always the case…sometimes you will see big step changes in margin that can be as much as 100% –  a lot of potential capital to […]

The post What makes your initial margin volatile? appeared first on OpenGamma.

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Year of the MAGA stock

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Last week the market cap of Amazon briefly crossed the $1 trillion barrier, putting it in the rarefied company of Apple. It isn’t just the size that makes these stocks special, but also the growth.

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Year of the MAGA stock

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Last week the market cap of Amazon briefly crossed the $1 trillion barrier, putting it in the rarefied company of Apple. It isn’t just the size that makes these stocks special, but also the growth.

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What a difference a day makes

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Matt Roberts-Sklar

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Algos all go?

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Francis Breedon, Louisa Chen, Angelo Ranaldo and Nicholas Vause

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Is the tail wagging the dog? The impact of VIX exchange traded products on equity volatility

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Olga Maizels

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Volatility is Back: What Does This Mean for Derivatives Trading?

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Market volatility has reared its head for the first time in years, making the use of derivatives expensive. DerivSource reporter,  Lynn Strongin Dodds explains the precipitous drop and how it is changing the trading landscape.

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IOSCO Consults on Recommendations to Help Trading Venues Manage Extreme Volatility

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The Board of the International Organization of Securities Commissions (IOSCO) is seeking feedback on its proposed recommendations to assist trading venues and regulatory authorities in the implementation of mechanisms to manage extreme volatility.

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