Monitoring Volatility Signals From the Options Markets
Globally options markets have seen unprecedented 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. It has now become crucial to monitor and track signals from these markets.
Bloomberg offers a wealth of tools for analysing options' implied volatility and other relevant signals. Join us on this webinar to learn about the various tools and functions available on the Terminal and a deep-dive into the derivatives markets and gather relevant information and market-intelligence from these asset classes.
Discussion topics:
• In-depth look at Bloomberg's BVOL implied-volatility data for associated analytical tools for Global Equity 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 so as to identify outliers and trading opportunities
• Backtesting implied volatility trading strategies
Bloomberg offers a wealth of tools for analysing options' implied volatility and other relevant signals. Join us on this webinar to learn about the various tools and functions available on the Terminal and a deep-dive into the derivatives markets and gather relevant information and market-intelligence from these asset classes.
Discussion topics:
• In-depth look at Bloomberg's BVOL implied-volatility data for associated analytical tools for Global Equity 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 so as to identify outliers and trading opportunities
• Backtesting implied volatility trading strategies
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.