[FOW Amsterdam] How to make a dividend sandwich
By Theo Casey, a columnist at Futures & Options World, blogging on the back of FOW’s European Equity Options conference in Amsterdam.
It’s been fun, Alphaville. The sun has set on our Dutch adventure.
[FOW Amsterdam] When life gives you lemons trade agriculture commodities
By Theo Casey, a columnist at Futures & Options World, blogging on the back of FOW’s European Equity Options conference in Amsterdam.
The 2008/09 global interest rate dunk hit structured products hard.
[FOW Amsterdam] Delta one: the special ops of equity trading
FT Alphaville moderated a panel on “The rise and rise of Delta One” at the FOW European equity options conference in Amsterdam on Friday.
There was an excellent range of speakers representing a good slice of the Delta one industry in Europe,
[FOW Amsterdam] The Bernanke 1×2 Call Spread
By Theo Casey, a columnist at Futures & Options World, blogging live from FOW’s European Equity Options conference in Amsterdam.
Presenting the best trading idea of the conference…
The Bernanke put,
[FOW Amsterdam] Vix wagging
What do dividend futures have in common with the Vix, and Vix futures?
Our hypothesis: both have seen excessive demand from structured products desks skew price discovery in their markets. And in the case of the Vix,