EXPERT ADVICE

Fixed Income:

In this example, we looked at the opportunities in the options market when considering a divergence trade between US 10yr and European 10yr yields. Analysis is based on a database unique to Mako, which has captured price and volatility data for all European and US options markets over the last several years.

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Equities:

In this example, we used our same data source to comment on weekly equity index volatility. Our report contains quantitative information on the volatility surface including realised vs implied, skew and term structure. We use our models to compare current vs historic and also to look cross market, giving us valuable insight into relative value and opportunity in the equity indices.

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