Seasonality On The US Curve September 12, 2017 christophe This content is restricted to site members. If you are an existing user, please log in. New users may register below.Existing Users Log InUsername or EmailPassword Remember Me New User RegistrationChoose a Username*First Name*Last Name*Address 1*Address 2City*State*Zip*Country*Day Phone*Email**Required field More In Same Category “Vibe-Cession” feeling Main highlight of the week in terms of data today with the May US Retail… Vol Exploding…Now THE Question: Are We Going To See The Usual BTD And The Subsequent Vol Mean-Reversion??? 10 days ago, I highlighted few "disturbing" developments, hinting that implied volatility was likely to explode:… Janet Has Been Lucky – Good Luck To Jerome I am going to make it extremely short (yes, I can do that...sometimes..!) When…
Vol Exploding…Now THE Question: Are We Going To See The Usual BTD And The Subsequent Vol Mean-Reversion??? 10 days ago, I highlighted few "disturbing" developments, hinting that implied volatility was likely to explode:…
Janet Has Been Lucky – Good Luck To Jerome I am going to make it extremely short (yes, I can do that...sometimes..!) When…