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straddle

Markets

Investment ideas for the earnings season: Aston Martin Lagonda

Download PDF Introduction In view of the coming season of earnings releases we analyze the famed British carmaker Aston Martin, and we propose: 1) a long investment on its equity based on a successful execution of its multi-year turnaround plan, and 2) a trade idea on the implied vol of Read more…

By BSIC, 3 years1 May 2022 ago
Markets

Straddling outside and into earnings

Download PDF Introduction An ATM equity long straddle position is delta neutral. If systematic risk is the only factor predicting expected returns, a delta neutral strategy should have an expected return equal to the risk-free rate. In this article we will review academic literature suggesting that not only is this Read more…

By BSIC, 4 years3 October 2021 ago
Commodities Markets Old Articles Quantitative Finance Trade Ideas

Straddling on the oil

Not long ago, two major oil-producing countries (Russia and Saudi Arabia) reached an agreement, according to which the stake of output of those countries was capped at January-2016 levels. The move was very unexpected, since no one had bet that the deal would be reached, thus oil prices went through Read more…

By BSIC, 9 years13 March 2016 ago
Equity Indices Fixed Income Markets Old Articles Trade Ideas

UK housing bubble: time to cool down

The sharp increase in UK property prices-predominantly but not limited to the London area- over the last year has led many to believe such a trend has become unsustainable. According to Nationwide Building Society, Real estate prices registered an 18% annual change in London since 2013, while the average UK Read more…

By BSIC, 11 years17 May 2014 ago

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