22h by Eric Barthe
Decrement indices and autocallable structures: the good, the bad and the ugly
This article looks at how these indices are built, how they differ from real indices and the potential consequences for the investors and for the banks.
24 Nov 2021 by Suzi Hampson
The appeal of high vol: a ride with Tesla
The electric car manufacturer has become the second stock underlying in the US structured products market after Apple.
02 Nov 2021 by SRP News
Insight bricks from data clay
“Data! Data! Data!" cried Sherlock Holmes.
01 Sep 2021 by Tim Mortimer, FVC
Market neutral: playing vol and correlation
Within the funds world there are many interesting strategies used by managers to provide diversification or outperformance over the mainstream funds in the traditional asset classes.
06 May 2021 by Citi - Sponsored Content
Citi takes portfolio management and QIS to the next level
Citi’s multi-asset active allocation solution, developed in partnership with BlackRock as allocation provider and distributed so far in Asia via a third party private bank and retail aggregator, is gaining traction as demand for QIS and active management increases.
29 Apr 2021 by David Wood - Luma Financial Technologies
Industry has shown resilience, now it is at an inflection point
Over the last few years, the structured product industry has responded well to regulatory and transformational change.
26 Mar 2021 by Filip Dyankov
Pharma in structured products (part 5) - option trading strategies and delta hedging
The next section of our analysis focuses on call butterfly, iron condor, bull call spread and bear put Spread option strategies and how adequately their profit potential has been realised in the case of Teva Pharmaceutical (Teva), BioMarin Pharmaceutical (BMRN), HCA Healthcare (HCA), Merck (MRK), and Fresenius Medical Care (FMS).
25 Mar 2021 by Filip Dyankov
Pharma in structured products (part 4) – technical analysis of pharmaceutical stocks
In this article we apply the Donchian Channel on a sample of 16 stocks – Amgen, Bayer, Biogen, BioNTech, CSPC Pharmaceutical Group, CVS Health, Exact Sciences, Fresenius, Gilead Sciences, Merck, Moderna, Pfizer, Sanofi, Teladoc Health, UnitedHealth, and Vertex Pharmaceutical), as well as the Chakin Moneyflow Index and Aroon Up/Down indicator on a set of five securities.
24 Mar 2021 by Filip Dyankov
Pharma in structured products (part 3) – performance and underlying analysis
In the third part of our analysis, we look at the markets that saw the best performance for pharma products during 2020 as well as modern portfolio theory (MPT) considerations and its deficiencies when applied to the structured product ecosystem.