Dear readers,
We do apologise for the interruption in the service but the increased amount of work we had to cope with prevented us from posting analysis on a weekly basis.
It is no secret that the most important crude oils in the world are the European Brent (extracted by 15 oil fields located in the East Shetland Basin in the North Sea) and the American WTI which is extracted in the US and delivered at the Cushing in Oklahoma. It is well…
Dear All, we are pleased to announce you that the HyperVolatility End of the Year Report 2012 has been finally completed and it can be downloaded for free by clicking the following link:
First of all I would like to give credit to Liying Zhao (Options Analyst at HyperVolatility) for helping me to conceptualize this article and provide the quantitative analysis necessary to develop it. The present report will be followed by a second one…
The present article deals with second order Options Greeks and it constitutes the second part of a previously published article entitled “Options Greeks: Delta,Gamma,Vega,Theta,Rho”. Before getting started it is important to highlight the great…
The Dollar Index is a very useful yet simple to understand tool for currency, commodity and equity traders. The index measures the fluctuations of the US Dollar against a basket of different currencies: Euro, Japanese Yen, Canadian Dollar, British Pound, Swedish Krona and Swiss Franc (the…
The aim of the present research is to identify an efficient method to extract implied volatility from options prices. It is worth mentioning that the present study has been completely developed…
The present study belongs to the Oil Fundamentals project that the HyperVolatility team initiated a few weeks ago with the article “Oil Fundamentals: Crude Oil Grades and Refining Process”. Credit must be given to Liying Zhao (Options…
The HyperVolatility End of the Year Report 2014 is finally ready and this year we have added more asset classes.
You can browse the report using the interactive Table of Contents which allows you to jump straight to the…
The January Barometer, sometimes also referred to as January effect (although the January effect is a different thing), is the theory according to which market performances during the month of January can be used to predict the trend for the rest of the year. The January Barometer theory…
