Acuity Derivatives

Product (Risk, Model, and Data) Classifications… an analogical tale of whisky.

Senate committee hearing on JPM loss — possible industry implications on derivatives infrastructure

For whom the bell tolls…or regulatory reporting compliance

For Swap Dealers (SD) and Major Swap Participants (MSP), Friday October 12, 2012 was the effective date for which compliance to the swap public and regulatory reporting rules of the Dodd-Frank Act is required (for interest rate…

MiFID II & Research — non-traditional data & mining for alpha.

What will firms trading or involved in derivatives look like in 5 years?

One thing is for certain, they will have less secrets.

Regulatory oversight will ensure that, even if the current zeal lasts only 3 years (assuming a political shift in attitude 1…

The contract before the chicken and the egg

To the perennial question “Which comes first; the music or the words”? Ira Gershwin responded, “What usually comes first is the contract”.

And so it is with financial instruments like derivatives, which after all are contracts —…

When life throws you lemons….

… build a juicer, corner the melon market and prove that dyslexia never stopped anyone from succeeding.

The Volcker metric known as inventory aging… and thoughts of Whisky

Inventory Aging is a rather innocuous looking member of the band of (now) seven metrics that, under the Volcker rule, banking entities with significant trading assets and liabilities are required to calculate…