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Harel Jacobson
VolQuant
$EMFX are remarkably resilient in the face of raising yields/inflation expectations.... 5y5y Fwd EM rates are up 60bp from Jan 4th, yet EMFX vols are compressed, EMFX spot is well
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Gamma-Theta-Vol triangleThe entire concept of volatility trading can be simplified into a triangular relationship between Vol-Gamma-Theta.Although it might seems oversimplifying a rather complex dynamic of option trading, your realized pnl
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1/xTrading lessons from the boxing gymAnyone who has been following me for a while knows my two greatest passions are quant trading and boxing, and I often find both to
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Liquidity, Volatility and Information AsymmetryWe tend to take many things in trading for granted, and I think that liquidity and price discovery are two things that we rarely think about,
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So it's the weekend and seems like the perfect time to touch on one of the most deliberated and discussed subject in option trading - the weekend effectAny option trader
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One of the biggest flaws in financial time-series analysis is looking at the data as a function of time. Obviously it's the easiest way to analyze data, as we can
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The relation between FX carry, vol and $DXY -One of the oldest correlations in financial markets is the DXY-Equity market correlation. We all know it, but very few understand why
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The year 2020 was a challenging year (mildly speaking).In less than 10 months I had to quickly learn and adapt my trading to a fast changing market, that is anything
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Once upon a time banks were risk takers. They were willing to quote vol on any niche asset that you want, trade any twisted vol product you like, and quote
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Anyone who has been trading for a while will probably relate to this topic...If there is one type of loss that can drive me crazy is an operational loss, a
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Epic Failures - Lessons from Volatility Funds blow-upsAnyone who ever ran a volatility strategy knows how it feels like when the strategy goes awfully wrong..... (it's usually the short volatility strategies that have
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Mrs. Watanabe, Volatility, and financial innovationThere used to be a famous saying in the tech sector "If you wanna have a peek at the future of technology, fly to Tokyo
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