Category: Weekend Liquidity Traps
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Narratives and tactical entries for building confidence in trades
Most traders secretly hope there’s a magic indicator that will whisper “buy now” and “sell now.” But the traders who last learn something less glamorous and far более полезное: markets move around *stories*, and your job is to translate those stories into tactical entries with clear risk and clear logic. When you understand the narrative…
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Skew as a market sentiment gauge: practical introduction for traders
Skew as a Market Sentiment Gauge: A Practical Introduction Historical background From textbook symmetry to real‑world fear In the original Black–Scholes world, implied volatility was supposed to be flat: every strike, same vol, nice smooth curve. Then 1987 happened, and the market basically said, “Yeah, no.” Index options started to price crash risk much higher…
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Oi flow temperature: reading pressure in derivative markets explained
If you trade derivatives in 2025 and still look only at price and a couple of moving averages, you’re basically flying a jet by staring at the altimeter. The real story is in the pressure under the surface: open interest, options flow and how that flow heats up or cools down across strikes and expirations….
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Funding costs in multi-currency portfolios: practical trader’s toolkit guide
Funding costs in multi‑currency портфелях — это не академическая скука, а то, что каждый день тихо ворует ваши PnL-пункты. За последние три года ставки по всему миру перевернулись: Федеральная резервная система подняла целевой диапазон с 0–0,25% в начале 2022 года до 5,25–5,5% в 2023-м и удерживала его выше 5% большую часть 2024 года. ЕЦБ двинулся…
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Weekend liquidity signals across markets: a unified view and trading insights
Weekend markets behave differently from weekday markets, and not just because volumes are lower. Price gaps, odd liquidity pockets, and cross‑asset feedback loops tend to cluster around Saturdays and Sundays, and if you trade without a clear read on weekend liquidity signals, you’re essentially flying blind. Let’s unpack how to read those signals across crypto,…
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Volatility breakdowns: when implied volatility collapses and how traders react
Why volatility breakdowns matter more than most traders think If you trade options for more than a few weeks, you eventually meet the villain of the story: implied volatility collapse. You buy calls or puts into a “huge event”, the stock barely moves, and your options bleed value even though you were “right on direction”….
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Volatility surface calibration techniques for insightful daily market briefs
Why Daily Volatility Surface Calibration Actually Matters In most banks, the volatility surface is updated every day, often multiple times, yet почти никто doesn’t stop to ask: “Are we actually calibrating it well, or just making the numbers move?” On a typical equity derivatives desk, the entire book — from vanilla calls to exotic autocallables…
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Weekend liquidity trends: long- and short-term market perspectives
Understanding Weekend Liquidity Why weekends behave differently Weekend markets look calm on the surface, но под капотом всё шумит. Когда большая часть фондов, банков и корпоративных казначейств уходит в офлайн, книга заявок становится тоньше, спреды расширяются, а любая крупная сделка двигает цену сильнее обычного. Это особенно заметно в крипте, где 24/7‑торги сочетаются с человеческой привычкой…
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Skew and liquidity in bond derivatives: practical insights for traders
Why Skew and Liquidity Matter in Bond Derivatives Вond derivatives look “safe” compared to equities, but skew and liquidity quietly drive most of the P&L and risk. If you ignore them, pricing models will look perfect on paper while your real results drift away. In practice, traders adapt bond derivatives trading strategies around two questions:…
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Options skew and portfolio insurance strategies for practical risk management
Why Options Skew and Portfolio Insurance Matter More Than Ever If you’re watching the markets in 2025, you’ve probably noticed a pattern: volatility spikes faster, news spreads instantly, and “once-in-a-decade” events стали чуть ли не ежегодной нормой. В такой среде просто покупать индекс и надеяться на бесконечный рост – уже не стратегия, а лотерея. Именно…