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  • Squawk / 14 April 2015 at 12:53 GMT
    Capital Markets / Banco Carregosa SA -
    Return/Risk Forecasts - Asset Allocation - Morgan Stanley
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  • Squawk / 18 February 2015 at 10:15 GMT
    FX Options Dealer / Saxo Bank
    FX Options - USDJPY: Vols are slowly trading lower this morning. HFs are said to be buying good amount of 2w-6w No Touch options with barriers in both directions (DNTs), which is putting pressure on the vol curve. 1m ATM is now trading at 9.95.
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  • Squawk / 16 February 2015 at 7:44 GMT
    FX Options Dealer / Saxo Bank
    FX Options - USDJPY: With USDJPY spot back in the 116-120 range we have seen volatility trading a touch lower. Most interests in the interbank market is concentrated around the BOJ meeting 18 feb where the market is interested in hearing if Kuroda is going the confirmed the talk from last week regarding any new BOJ stimulus.
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    16 February
    raulmarcusbruno raulmarcusbruno
    The greeks on the Saxo FX trading platform are incomprehensible ..for e.g. delta, gamma not expressed in ( 0-1,-1 ) or as %. Can you explain?...
    16 February
    Ken Veksler Ken Veksler
    Right click on the trade ticket, select settings, and then change Greeks to a factor and you're done.
    16 February
    raulmarcusbruno raulmarcusbruno
    Thanks Ken when I right click on trade ticket all I get is options and I cannot reformat Greeks ..maybe related to platform? I got basic....
  • 19 January
    benlouro benlouro
    great vídeos from Ray Dalio.
    20 January
    Kay Van-Petersen Kay Van-Petersen
    Glad you enjoyed Benlouro
    26 January
    V for Vendetta V for Vendetta
    This comment has been redacted
  • Squawk / 16 January 2015 at 14:27 GMT
    Hi, where can I get the historical data of volatility, reversals& risk for FX option?
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  • Squawk / 08 January 2015 at 9:15 GMT
    FX Options Dealer / Saxo Bank
    FX Options - USDJPY: Tomorrows NFP will of course be key to the further development in USDJPY. Frontend RRs are favoring USD puts which indicates that the market wants protection against a move lower. Think we need a real break of 118.50 to get a larger correction as we should find bids below 119.50 and 119.00.
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  • 1y
    coveredcalls coveredcalls
    What do you think about the covered call screeners like Although they don't make trade recommendations it seems like they save a lot of research time....
    fxtime fxtime
    Nice write up Patrice....clear and concise. Hopefully you will cover the mainstay strategies in due course especially imho the simplest of them all theta trading and optimum...
    Patrice Henault Patrice Henault
    Hi covered call we are as we speak working on the development of a covered call screener that will allow you in regards with you risk/reward...
  • Squawk / 06 June 2014 at 8:00 GMT
    Head of FX Strategy / Saxo Bank
    FX options contributed to crazy EURUSD moves yesterday. Recently, my measure of the EURUSD's daily trading range (ATR) posted a reading of 60 pips - the smallest daily range in pips or percentage terms in the 15+ years of the single currency's trading history. Nonetheless, by mid-week this week, very short dated EURUSD options were trading with exceptionally high implied volatilities - as high as 10% (highest since July 2013) by Wednesday for 1-week options, as traders placed directional bets and hedges on the anticipated outcome of yesterday's ECB meeting. This morning, after yesterday's blowout sell-off and epic reversal, those implied volatilities have now collapsed to 5.5% despite the realized volatility yesterday. Looks like a good deal of yesterday's frantic back and forth was caused by traders and option desks scrambling to take profits or hedge based on their soon-to-expire options as much as it should have us drawing any dramatic conclusions about the ECB meeting itself.
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