Hormuz reopening would restore the Gulf's main oil and cargo route. Right now, nothing moves. The strait has been shut under a US blockade, with no alternative route open for oil or cargo out of the Persian Gulf at all.

#quant #stocks

Asia Pacific vol radar for Friday Sep 25.

Dealers are short gamma on the FTSE China 50 with vol at lows. Thin cushion, fragile setup.
Dealers are long gamma on India's Nifty 50, so swings should stay contained.

#volatility #derivatives #quant

The Clearing House Taps Quant to Power On-Chain Money Initiative for 25 Major Banks
Sep 24 2026 17:57 UTC
The Clearing House selects Quant to power its On-Chain Money Initiative, giving 25 major U.S. banks a shared network for settling tokenized deposits.
#the-clearing-house #quant

Can Weakening Morning Order Flow Predict SPY Reversals?

quantpedia.com/can-weakenin...

#intraday #extended #alternative #dataset #quant #algo #trading #strategy #reversal #equity #market #timing #orderflow #activity

The Clearing House Collaborates with Quant to Enhance Digital Payment Systems #United_States #New_York #On-Chain_Money #Quant #Clearing_House

How much extra performance can we expect from path-dependent tail risk optimization of a US equity sector strategy?

Find out in the Python case study below.

#quant #quantsky #finance #markets #python #investing #investment #talrisk #cvar #cml

Global bond sell off deepens as oil returns to $105. Bond yields — the interest rate governments and companies pay to borrow — are rising as investors sell government debt, while oil trades back above $105 a barrel.

#quant #stocks

1.75% holds, but Riksbank rate hold carries a new hike warning. New wording, though. The statement explicitly flags a greater chance of a rate increase before year-end — language it didn't use last time.

#quant #stocks

EU vol radar for Thursday Sep 24.

Implied vol on Sweden's OMX sits near the floor. The market is not pricing much yet.
FTSE Europe sits between vol regimes with no clear signal yet.

#volatility #derivatives #quant

US business activity strongest in five years. Input costs rose alongside. Firms say they're raising their own prices to cover rising costs — per the S&P Global flash PMI.

#quant #stocks

Fed rate hike October: new variable-rate borrowing reprices sooner. The move followed comments from Fed Vice Chair for Supervision Michael Barr and an inflation reading that came in hotter than markets had priced in.

#quant #stocks

SVB failure report faults Fed staff — the people paid to catch it. A new review of Silicon Valley Bank's 2023 collapse says the Federal Reserve examiners who watched it missed the same risk that took it down.

#quant #stocks

Asia desk view, Thursday Sep 24.

The dealer cushion is in place on Korea's KOSPI and the vol term structure is healthy. Orderly carry.
Long dealer gamma on MSCI China keeps the tape in a range for now.

#volatility #derivatives #quant

$1.2 million a day: Iran war shipping costs hit a record. That's the new record for chartering a tanker, after Iran-linked disruption to Gulf shipping routes tightened available capacity and owners started charging more to move it.

#quant #stocks

$4,351 gold, oil under $100, S&P futures up — same session. AI and tech names led the gain. Gold held near $4,351 an ounce.

#quant #stocks

Europe vol pulse · Wednesday Sep 23

$Euronext Amsterdam / AEX: vol crushed, dealers short gamma. Market not pricing anything yet.
$SIX / SMI: implied vol at the floor, gamma negative. Quiet surface, fragile underneath.

#volatility #derivatives #quant

Iran US UN talks put the war and Hormuz on one table. Mediators brought them together at the General Assembly to discuss ending the war between them and reopening the Strait of Hormuz — the passage that carries Gulf oil to world markets.

#quant #stocks