Volatility Review Monetizing the convexity risk premium, US structuredproduct dynamics, Positioning update Implied convexity continues to exhibit very high levels of stress and lags the recovery in other risk premia. We recommend monetizing this rich risk premium by selling Jun’21 variance swaps vs. buying 0.75x the vega notional in Jun’21 vol swaps on the S&P 500.Additionally, steep longer-dated skew and…
The table has turned. In 2022, the S&P 500 (SPX) and peer indices finished the first half of the...
The summer doldrums are here, or are they. Last Friday’s market action or reaction to some minor headlines shook...
Top 5 Reasons We Hear From Investors for Being/Becoming Bearish on Equities “Wake me up when these are bigger...
Key talking points Bank of America aggregated credit and debit card spending was up 11% year-over-year (YoY) in June....
After several reiterations in the last week of trading, on January 18, 2017 Credit Suisse’s Christian Buss has downgraded J.C. Penney...
Welcome to our latest weekly research report where we’ll be discussing our usual topics surrounding the economy and financial...
U.S. equity markets demonstrated another remarkable turnaround on Wednesday as investors returned from the New Year holiday. At its...
With ten trading sessions of the New Year complete, January and 2021 are off to a modest start. The...
JPM Market Recap
$0.00
JPM Research Note
$0.00
JP Morgan Market Volatility Report
$0.00
MarketWatch.com – Top Stories
