Patterns and Comovements FTSE 100 Effects SPX Add Index Adding Dead Index Nikkei Anticipating FTSE Stock indexing effects
Technical analysis 0dte 0dte love Short options pattern Event day options Arguments Correlation properties Basket correlation Correlation Premium German dispersion
Fixed income trading Butterflying Shape of the curve Carry investing Riding the curve 2-5-10 butterfly Risks beyond Butterfly spreads Mean reversion Liquidity Convexity Concavity IR FX Curve forces
Carry trades Carry portfolio Carry and trends Carry Carry and system risks Essays on carry Carry fundamentals Cross section volatility Currency factor trading Currency factor timing Crash neutrality Multi FX FX premia Forward puzzle Carry trade risks and downsides
Fundamentals on carry Carry risk indicator Momentum crashes Systematic carry risk Carry term structure Carry pricing as jump diffusion Systematic asset pricing Short dated volatility Factor fantasy Term structure and options returns Crisis-proof carry using VIX Carry trades as systematic risks Regimes in carry Jump risks on carry Carry and momentum Carry to Curry
Trend following Futures Trading Essays on trading Momentum transform ETF arb when liquid Commodity futures ETF discount Arb and liquid HYG liquidity Dynamics and liquid ETF Vol filters for pricing Commodity FX