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  • Squawk / 19 March 2016 at 17:58 GMT
    -
    Canada
    Hi Guys, I am new to this forum. I would be grateful if someone could help me address my questions on the vol Grid shown above.

    1. For ATM for this grid i.e. 18-Mar, the USDCAD 1M ATM vol is stated as being 10.65 (+0.05). I can see that 10.65 is the ATM vol but then what is the 0.05? ATM Straddles are not supposed to have a skew so what is the number in the bracket?

    2. For the USDCAD 1M 25 Dental RR it states 0.2 (-0.05). Once again, what is the number in the bracket for? There should be just one RR number so then whats the number in the bracket? I assume that the RR are with respect to Calls. In this case calls are bid over puts?

    thanks,
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    20 March
    Juhani Huopainen Juhani Huopainen
    3) As the risk reversals have little or no predictive value on the spot's direction, a wide negative (or positive) RR is basically a risk premium that...
    20 March
    MrRainmaker MrRainmaker
    Thanks, Juhani. I don't know about the source of the risk reversals SAXO uses. They used to come from GFI which came straight from...
    20 March
    Juhani Huopainen Juhani Huopainen
    Historical daily FX volatilities, strangle- and risk reversal prices were available earlier for free from the British Banker's Association's website - but no more. Hard to get...
  • Squawk / 21 December 2015 at 2:40 GMT
    Head of Trading / ACB
    Viet Nam
    Please add USDCNH on the list. Thank you
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  • Squawk / 14 April 2015 at 12:53 GMT
    Capital Markets / Banco Carregosa SA - GoBulling.com
    Portugal
    Return/Risk Forecasts - Asset Allocation - Morgan Stanley
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  • Squawk / 18 February 2015 at 10:15 GMT
    FX Options Dealer / Saxo Bank
    Denmark
    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
    Denmark
    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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    1y
    raulmarcusbruno raulmarcusbruno
    Dan
    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?...
    1y
    Ken Veksler Ken Veksler
    Right click on the trade ticket, select settings, and then change Greeks to a factor and you're done.
    1y
    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....
  • 1y
    benlouro benlouro
    great vídeos from Ray Dalio.
    1y
    Kay Van-Petersen Kay Van-Petersen
    Glad you enjoyed Benlouro
    1y
    V for Vendetta V for Vendetta
    This comment has been redacted
  • Squawk / 16 January 2015 at 14:27 GMT
    -
    Singapore
    Hi, where can I get the historical data of volatility, reversals& risk for FX option?
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    29 December
    Arwen Arwen
    I have the same question.
  • Squawk / 08 January 2015 at 9:15 GMT
    FX Options Dealer / Saxo Bank
    Denmark
    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 http://www.borntosell.com? Although they don't make trade recommendations it seems like they save a lot of research time....
    1y
    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...
    1y
    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...