QuantCrunch

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[QuantCrunch @QuantCrunch_com]

SPX 3 months implied volatility estimation based on the price dynamic. The realized volatility explains 3/4 of the implied volatility dynamic.
#trading #derivatives #analytics #options #quantcrunch #equity #equities #volatility #coronavirus #forecast
https://t.co/3qRN5adYZ1

[QuantCrunch @QuantCrunch_com]

SPX implied volatility term structure over the course of the month

#trading #derivatives #analytics #options #quantcrunch #equity #forex #commodity #investmentbanking #spx #equities #stockmarket #volatility #investing #coronavirus #covid19
https://t.co/87aU88nUzw

[QuantCrunch @QuantCrunch_com]

SPX skew changes (normalized), bye bye COVID???! Welcome upside!!! ...

#trading #derivatives #analytics #marketdata #options #quantcrunch #equity #commodity #investmentbanking #spx #equities #stockmarket #volatility #investing #coronavirus #covid19

https://t.co/YhHZtBkzVD

[QuantCrunch @QuantCrunch_com]

SPX 10-days realized volatility reaching almost 100% while implied volatility collapse in the rally...
https://t.co/qDFG0K5fGC
#trading #derivatives #analytics #marketdata #options #quantcrunch #investmentbanking #spx #equities #stockmarket #volatility #coronavirus #covid19

[QuantCrunch @QuantCrunch_com]

Sectors down over the course of the month, leaded with Energy and Financials.
https://t.co/GymuNEZNU8

#trading #derivatives #analytics #marketdata #options #quantcrunch #equity #forex #investmentbanking #spx #equities #stockmarket #volatility #investing #coronavirus #covid19

[QuantCrunch @QuantCrunch_com]

What a day... SPX down 7.6%. Here are the daily changes since January 2010:

#trading #derivatives #analytics #marketdata #options #quantcrunch #equity #forex #commodity #investmentbanking #spx #equities #stockmarket #volatility #investing #coronavirus #covid19

[QuantCrunch @QuantCrunch_com]

WTI & Brent 1-6 months future spread % change (over the past 6 months). Term structure collapsing over virus concerns

#trading #derivatives #analytics #marketdata #options #equity #forex #commodity #coronavirus #covid19 #crudeoil #wti #brent #oiltrading #oilprices

[QuantCrunch @QuantCrunch_com]

Cross Implied volatility / realized volatility analysis across ETFs

#trading #derivatives #analytics #marketdata #options #quantcrunch #equity #forex #commodity #investmentbanking #spx #equities #stockmarket #volatility #investing #coronavirus #covid19

[QuantCrunch @QuantCrunch_com]

SPX realized volatility over 35%, Implied - Realized volatility spread analysis

#trading #derivatives #analytics #marketdata #options #quantcrunch #equity #forex #commodity #investmentbanking #spx #equities #stockmarket #volatility #investing #coronavirus #covid19

[QuantCrunch @QuantCrunch_com]

Rates move

#unexpected #interestrates #fed #federalreserve #trading #derivatives #analytics #marketdata #options #quantcrunch #equity #forex #commodity #investmentbanking #equities #stockmarket #volatility #investing #coronavirus #covid19

[QuantCrunch @QuantCrunch_com]

SPX implied volatility term structure steepening to new high. Below is:
- 3 months / 1 year ATM volatility spread
- Rolling Monthly contracts vs 3 year ATM volatility spread
#trading #derivatives #options #quantcrunch #equities #stockmarket #volatility #coronavirus #covid19

[QuantCrunch @QuantCrunch_com]

Skew analysis (in standard deviation)
https://t.co/jMyhxkKmQJ

#OptionsTrading #equityderivatives #quantcrunch #marketcolor #Analytics

[QuantCrunch @QuantCrunch_com]

Equity Derivatives Recap
https://t.co/Smw7G0KNpF

#OptionsTrading #equityderivatives #quantcrunch #volatility #analytics

[QuantCrunch @QuantCrunch_com]

New market analysis are available, check those out!

#analytics #trading #derivatives #analytics #marketdata #options #quantcrunch #equity #forex #commodity #investmentbanking #quantitativeanalysis #quant #commoditytrading #BigData

https://t.co/1DkWa2sAty

[QuantCrunch @QuantCrunch_com]

https://t.co/Plh5v0JdnG

#trading #derivatives #analytics #marketdata #options #quantcrunch #equity #forex #commodity #investmentbanking