Category: Funding Insights
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Volatility oscillations: capturing short-lived moves in dynamic market conditions
Why Short-Lived Volatility Moves Matter in 2025 Short bursts of volatility — резкие, но недолгие всплески движения цены — стали одной из самых привлекательных целей для активных трейдеров в 2025 году. Рынки ускорились: алгоритмы, новостные ленты в реальном времени, крипто и круглосуточные сессии на деривативах сделали так, что крупный импульс нередко длится минуты, а не…
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Weekend liquidity tactics: quick wins for trading thin market sessions
Weekend trading looks calm from the outside, но inside it’s a completely different market. Liquidity dries up, spreads widen, big players mostly step aside, and every market order suddenly matters a lot more. If you try to trade Saturday morning as if it were a busy Wednesday London session, you’re basically driving a race car…
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Narratives in global risk appetite as key signals for forex and stock traders
Narratives, Not Just Numbers: Why Global Risk Appetite Matters Talk to any macro trader for five minutes and you will hear the word “narrative” more than the word “spreadsheet”. Global risk appetite is not only about volatility indices and yield curves; это история, которую рынок сам себе рассказывает о будущем роста, инфляции и политики центробанков….
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Funding rate dynamics in derivative markets and their impact on trading strategies
Understanding Funding Rate Dynamics in Derivative Markets: Key Takeaways In the ever-evolving world of crypto and traditional derivative markets, the concept of the funding rate has become a cornerstone for traders, particularly in perpetual futures contracts. As we enter 2025, funding rate mechanics have matured significantly compared to their early adoption years, influencing not just…
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Volatility sensitivity and how to measure delta in options trading effectively
Understanding Volatility Sensitivity Through Delta Before diving into ways of measuring volatility sensitivity, it’s crucial to unpack what “delta” actually means in the context of options trading. In simple terms, delta represents how much the price of an option is expected to change in response to a $1 move in the price of the underlying…
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Market liquidity and narratives: how storytelling influences capital flows
Understanding Narratives in Financial Markets In financial markets, a *narrative* isn’t just a story—it’s a powerful framework that shapes investor sentiment, drives capital allocation, and influences liquidity. A narrative can be as broad as “AI will transform every industry,” or as specific as “Interest rate cuts are imminent.” These stories, whether grounded in data or…
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Funding liquidity stress indicators as early warning signals for traders and market analysis
Understanding Funding Liquidity Stress: Why It Matters for Traders Funding liquidity refers to the ability of market participants—banks, hedge funds, and individual traders—to meet their short-term obligations and access capital at reasonable costs. Unlike market liquidity, which focuses on the ease of trading assets, funding liquidity is about the stability and availability of financing. When…
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Narratives and market regimes: how to recognize and adapt to shifting trends
Understanding Market Narratives: More Than Just a Story What Are Market Narratives and Why They Matter Market narratives are the stories investors, analysts, and media tell to make sense of economic shifts and asset price movements. These narratives can be as simple as “tech is the future” or as complex as “the Fed’s tightening cycle…
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Narratives and price momentum in markets: a complementary perspective on investor behavior
Interplay Between Narratives and Price Momentum in Modern Financial Markets Over the last three years (2022–2024), financial markets have exhibited an increasing sensitivity to investor narratives, which, when combined with price momentum, form a dual mechanism influencing asset valuation. Empirical data from Bloomberg and Refinitiv indicates that assets tied to strong social-media-driven narratives experienced an…
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Weekend liquidity planning with effective calendars and watchlists for better control
Historical Context of Weekend Liquidity Planning Weekend liquidity planning has emerged as a critical practice within financial institutions, particularly in investment banking, treasury departments, and asset management firms. Traditionally, liquidity risk was monitored only during active trading days; however, financial crises, such as the 2008 global financial meltdown, exposed vulnerabilities in liquidity buffers during non-business…