Asia-Pac vol pulse · Monday Sep 14

$Bursa Malaysia / KLCI: inverted curve, negative gamma dealers. Near-term stress priced in.
$HKEX / Hang Seng: gamma negative, curve inverted. Dealers are not cushioning here.

#volatility #derivatives #quant

A pipeline carrying Saudi oil around the Red Sea just shut down. More of that crude now moves through contested waters — or takes longer alternate routes.

#quant #stocks

Production is slowing — parts now get taxed at every crossing. A single part can cross the border several times before assembly is done.

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Fed's consensus language shifted: 'several' to fifteen, 'most' down to five. That word-shift is what traders scan first to gauge committee consensus before the next move.

#quant #stocks

Rates aren't falling. August inflation 3.4%, still above the Fed's 2% target. That gap between 3.4% and 2% is exactly why rate-cut odds fell.

#quant #stocks

Five million barrels a day are back through the Strait of Hormuz. Riyadh just shut the forty-year pipeline built to prevent this.

#quant #stocks

Adaptive Entangled Game Modules in Artificial General Intelligence

Haochen Li et al.

#arXiv #cs.AI #physics.soc-ph #q-bio.NC #q-fin.GN #quant-ph

Japanese life insurers, not the Fed, move the next mortgage rate. That's Japan's 30-year bond yield, per Ministry of Finance data. My read: this isn't a Tokyo story. It's a US mortgage-rate story — Japan is among the largest foreign holders of US Treasuries.

#quant #stocks

Adaptive Entangled Game Modules in Artificial General Intelligence

Haochen Li et al.

#arXiv #cs.AI #physics.soc-ph #q-bio.NC #q-fin.GN #quant-ph

Quantpedia in August 2026

– new report in the Live Strategies section called Composite Analysis
– 11 new Quantpedia Premium strategies
– 5 new related research papers
– 8 new backtests
– 5 new blog posts

quantpedia.com/quantpedia-i...

#quant #algo #live #trading #strategies #backtesting

Variable-rate mortgages, business loans, and overdrafts repriced upward across the eurozone today—the ECB raised its key rate to 2.5%. Floating-rate loans reset within the next billing cycle; fixed-rate mortgages signed before today don't move until renewal.

#quant #stocks

The world's largest oil exporter is now routing around Africa. Red Sea fighting tied to the Iran war and Houthi attacks has forced Saudi crude via the Cape of Good Hope instead of through the Red Sea, adding days to transit and cost to freight and insurance.

#quant #stocks

European open · Friday Sep 11

$LSE / FTSE 100: dealers short the near leg, backwardation widening. Stress signal.
$Euronext Amsterdam / AEX: short gamma regime with backwardation. Front-month tension visible.

#volatility #derivatives #quant

Fed rate-hike odds moved higher on producer prices. Energy costs are now in the inflation pipeline before consumers feel the impact.

#quant #stocks

Oil is back above $108 a barrel — the highest level since May. Government bond yields rose in the same trading session.

#quant #stocks

Asia-Pac vol radar · Friday Sep 11

$TSE / Nikkei: curve inverted, mid-range IVR. Structure pricing normalization.
$ASX / ASX 200: long gamma, healthy curve. The kind of tape where vol sellers collect.

#volatility #derivatives #quant