Posts in: Uncategorized

Victims of the EUR/CHF

16 comments / March 20, 2015

The shock of the EUR/CHF move two months ago is a classic. Something you can tell your grandchildren about. Happened the day before the January expiration day – a small reminder to buy back those small short puts. Today in Der Spiegel a story about a 26 year old engineer. The guy has a netteRead more

FOW event coming up

5 comments / March 8, 2015

The annual Futures and Options World (FOW for friends) event in Amsterdam is coming up shortly. Thursday the 17th of March the conference will be held in the Hilton hotel at the Apollolaan in Amsterdam. Was especially looking forward to the first panel discussion of the day. Paul Beck (Eurex), Adam Rose (Euronext), Willem MeijerRead more

Euronext launches options on Grandvison

2 comments / March 6, 2015

That’s pretty fast. Euronext is launching options on Grandvision, the optical retail chain. Stock itself will probably qualify for inclusion in the AEX index next year – depending on how many shares owner HAL Investments will sell in the market in the coming months. After all, they still won 76.7% of the firm. IPO ofRead more

Trading recipe from HFT kitchen

10 comments / March 1, 2015

High frequency trading is like god. Everyone talks about it, but nobody has ever seen it. Nobody knows how it looks like, although mythical powers are expected. Strong opinions are in general not correlated with knowledge on the matter. But at least high frequency trading exists, that’s for sure. How high frequency trading strategies work in realityRead more

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