Cross-asset real-time implied volatility analysis | Bloomberg Professional Services
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Webinar

Cross-Asset Real-Time Implied Volatility Analysis

On Demand
Duration: 31 Minutes
Original Date: September 08, 2021
Monitoring real-time volatility signals has become crucial given the unprecedented levels of market activity since the start of the pandemic. Extraordinary levels of volatility due to the aggressive market sell-off last Summer were followed by rapidly increasing participation in the listed options markets by retail investors - thanks to the rise of commission-free trading apps and social media investing forums.

Bloomberg's real-time data and analytics make it easy to track option implied volatility across multiple asset classes. Join this webinar to learn how to leverage Bloomberg's tools for analysing real-time implied volatility from the options markets.

Discussion topics:
  • Bloomberg's BVOL implied volatility data for associated analytical tools for cross-asset listed options
  • Tools for charting and analysing cross-asset implied volatility historically, statistically and on a relative-value basis
  • Comparing implied volatility, skew and term structure across a custom universe or portfolio of instruments to identify outliers and trading opportunities
  • Leveraging Excel to drive investment models and drive decisions
  • Building applications leveraging implied volatilities to help automate workflow and create business value
  • Moving from On Premise to the Cloud

Speakers

SUJIT NAGDA

Workflow Specialist - Equity Derivatives

BLOOMBERG/ LONDON

Sujit Nagda is an Equity Derivative Workflow Specialist in Bloomberg's London office where he covers Investment Banks and other sell-side institutions. His main areas of focus include Bloomberg's Implied Volatility data and associated analytics, Structured Products pricing & trading and Quantitative Investment Strategies. Prior to Bloomberg, Sujit worked as an Equity Derivative Trader at Nomura (formerly Lehman Brothers) and HSBC.

Dave Stone

EMEA Realtime and Cloud Specialist

Bloomberg LP

With over 10 years at Bloomberg, Dave has been in the Enterprise Data organisation since its inception, working as a Product Manager to build a number of realtime offerings and lately, supporting the European entity with subject matter expertise around realtime technology, cloud and data. His background is supported with a wealth of market data experience, application architecture, software development life cycle, and is a keen .NET C# developer. Dave has worked on a variety of strategic customer projects across EMEA, each combining Bloomberg products to drive business benefit. His most recent focus is around driving automation solutions, specifically in the fixed income investment workflow

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