There seems to be a “Khelo India Khelo” meme on twitter referring to the upcoming Nifty weekly options announced by NSE. The insinuation is towards the BankNifty weekly options that some market participants see as …
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Extracting Volatility & Equity Premia using Options & Momentum
There seems to be a “Khelo India Khelo” meme on twitter referring to the upcoming Nifty weekly options announced by NSE. The insinuation is towards the BankNifty weekly options that some market participants see as …
Continue readingOptions traders trading the short side of volatility look for a simple volatility edge to play out. This edge expresses itself when the implied volatility from options pricing is greater than the future realized volatility. …
Continue readingThis week of 06 December is the Fifth Bi-Monthly RBI Monetary Policy Statement for 2018-19. It is also the first since the face-off with the government happened in November. Media generated tussle or not, the …
Continue readingIn trading we talk about the theoretical edge or the profit expectancy of any trading system. Any discussion on this should start with addressing the Risk assumed by the trader to express their theoretical edge. Options …
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