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//ODDS Online Indicator is Validated by Independent Research //

Don FishbackOptions, Probability, Products, VolatilityLeave a Comment

The OptionMetrics Research Conference was held a couple of months ago. And there was one particular paper that really caught my attention. That’s because it covered the exact topic that I have been investigating the past several months: the Implied Borrow Rate. Without diving into the details too much, option prices tend to follow something called put-call parity. That is, … Read More

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//End of Easy Money Leads to Higher Volatility //

Don FishbackOptions, VolatilityLeave a Comment

This article from Reuters talks about how the end of easy money will bring more jolts to the markets. Recent market ‘jolt’ will be first of many as easy money era ends “Recent sharp selloffs across global financial markets are probably the first of many, as investors adjust to a world of tighter monetary conditions and the threat of economic … Read More