Our Blog

QuikStrike In The News

QuikStrike got a mention in the WSJ’s article “How Traders Are Making Money as Oil Prices Go Nowhere” [paywall] by Stephanie Yang. In the article she points out that oil traders have been focused on mean-reverting (rangebound) strategies in this low-volatility environment. She notes: “Recently, traders have been fixated on the $45-to-$55 range, where options […]

QuikStrike Pricing

HistVol

A Survey of Wartime Volatility

This (US) holiday weekend brings headlines from North Korea – the sabers have been rattled and markets are on edge – so we decided to put together a long dated history of volatility in relation to historical events for you to ponder. A Brief History of Volatility WARNING: READ THE METHODOLOGY CAREFULLY. THE VOLATILITY SHOWN […]

Market Update

This week starts with Jackson Hole behind us, Hurricane Harvey still playing out, and NFPs/debt ceiling concerns looming on the horizon. S&P500 ATM volatility (and put skew) has come back down to earth in spite of realized vol creeping higher while the dollar index is at the lowest level it’s seen since Jan 2016. Energy […]

Cross Asset Class Volatility Update

In the last few weeks volatility has returned to financial headlines with a vengeance leaving traders checking under their beds for asset bubbles and causing “panic” when VIX traded with a 17-handle for the first time since November 2016. So what’s really playing out in markets? * note that the volatilities shown are calculated using […]