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.

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2022 drained the US strategic oil reserve. It hasn't been refilled. The Strategic Petroleum Reserve is the government's emergency buffer against oil-supply shocks — built to be drawn down when supply breaks.

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Saudi Arabia oil tankers: one fleet dispute, two OPEC exporters disagreeing. Same tanker market, opposite accounts on crude-export shipping costs — Reuters reports both sides on record.

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Asia open · Wednesday Sep 23

$TWSE / TAIEX: negative gamma, vol compressed. Dealer cushion is thin.
$SGX / STI: long gamma regime, contango. Dealers dampen the swings.

#volatility #derivatives #quant

Building and Testing Trend-Following Strategies on One-Minute SPY Data

quantpedia.com/building-and...

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It’s not proper tail risk optimization unless it can handle the nuances of fully general Monte Carlo distributions.

Luckily, you have access to tail risk optimization technologies that work for fully general Monte Carlo simulations: lnkd.in/p/ebE3hgaB

#quant #quantsky #finance #markets #python

Global oil price drop below $100 cuts freight, not just petrol. Brent crude fell under $100 a barrel, and that price feeds directly into freight rates, airline tickets, and grocery delivery fees across the economy.

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Ackman's entire Alphabet position: sold. New position size: undisclosed. The same filing shows the proceeds moved into a mega-cap stock trading 15% below its record high.

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ECB inflation outlook: Lane says energy shocks now stick for longer. A fresh spike doesn't need to push prices higher — it can keep inflation elevated for months longer, because energy costs pass through transport and production with a lag.

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Fed, BoE probe banks after a loss at Jane Street. The Fed and the Bank of England are now reviewing how exposed banks are to trading firms, after a loss at Jane Street, the Financial Times reports.

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Next test: whether $100 holds once the UN meeting actually happens. "I'm open to talking with them," Trump said at the United Nations — and U.S. crude fell back under $100 a barrel within that same session.

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Asia-Pac vol radar · Tuesday Sep 22

$Bursa Malaysia / KLCI: gamma short, vol flatlined. The calm before something reprices.
$HKEX / Hang Seng: dealer cushion in place, vol term structure healthy. Orderly carry.

#volatility #derivatives #quant

The discount rate is unchanged. Fed discount rate minutes just went public. The discount rate is what the Fed charges banks for short-term loans.

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Black Sea blockade also stops fertiliser — Russia is the largest exporter. Russia and Ukraine supply nearly all of it. One route carries the whole flow.

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European open · Monday Sep 21

$Eurex / Euro Stoxx 50: front vol bid, backwardation showing. Dealer hedging drives the near leg.
$LSE / FTSE 100: implied vol at the floor, gamma negative. Quiet surface, fragile underneath.

#volatility #derivatives #quant

Two numbers show whether 7% mortgage rates keep inventory thin. Swap a mortgage taken out at 3-4% for one near 7% today, and the monthly payment on an identical property jumps — no bigger house, no better one, just a higher bill.

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Two analyst shops cut eGain targets. AI growth didn't cover legacy decline. First B. Riley, then Roth Capital — both landed on the same reason.

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