EQD | Global Option Implied Volatility – Consistently Declining Volatility Amid Mixed Markets
Despite varying market performances, implied volatility is generally decreasing across 16 equity markets and gold. The realignment might offer...
170 Views
EQD | Hang Seng Index Option Strategy - A Contrarian View on the Skew
The Hang Seng Index shows high volatility with upside implied volatility trading higher than downside, supporting contrarian strategies for year-end.
1.7k Views
SSE50 Index Rebalance Preview: Potential Inclusions Continue to Outperform; Trim into Strength
There could be 5 changes in Dec. Estimate 1-way turnover is 6.5% leading to a one-way trade of CNY11.95bn (US$1.7bn). The potential adds have...
488 Views
China ETF Inflows & Implications: YTD Inflows Nearing US$150bn
Nearly US$150bn has flowed into mainland China ETFs year to date. 97% of that has gone into ETFs tracking headline indices, but there has been...
1.1k Views
China ETF Inflows & Implications: YTD Inflows Near US$100bn
Nearly US$100bn has flowed into mainland China ETFs year to date. Over 70% of that has gone into ETFs tracking the CSI300 index and 18% going into...
557 Views