NEWSLETTER 344 SEPTEMBER 2018

Editorial   XOF   XOF is not the exit for Offenbach, nor an old-fashioned precious metal, but the currency code for the CFA Franc. The West African CFA franc is the currency of eight independent states in West Africa: Benin, Burkina Faso, Guinea-Bissau,...

NEWSLETTER 343 AUGUST 2018

Editorial Trade Idea for the Turkish Lira The price of a EUR in Turkish Lira (EUR-TRY) has moved up from 5.00 to above 7.00 in the last 3 months, a rise by more than 40%. For currencies, even for emerging markets’ currencies, this is a dramatic move. Along with the...

NEWSLETTER 342 JULY 2018

Editorial The Allied European Financial Markets Association (AEFMA) will start its Certified Expert in Treasury and Markets CETM) in October 2018. I took the opportunity to interview Christian F. Buschmann, the speaker of AEFMA’s board of education. Link to AEFMA:...

NEWSLETTER 341 JUNE 2018

Editorial Revga and Bufga The recent FX options market slang I learned is Revga and Bufga. This is not a joke. Generally, Greeks such as Delta, Gamma, Theta, Rho and Vega are quite common in trading and risk management systems. It is all about the “what-if”: what...

NEWSLETTER 340 MAY 2018

Editorial Deep Learning and Deep Hedging Nowadays, if you want to be taken serious as a quant, you need to create an aura of being an expert in machine learning (or actually be one). With this keyword in your agenda it is currently easy to lock in a job, a consulting...