The variance swaps market is well established in equity derivatives. Volatility swaps and options on variance swaps are among the derivatives with realised variance as the underlying. The variance ...

May’s unexpected increase in equity market volatility, which led to big mark-to-market losses for some hedge funds, has not dented the variance swaps market, according to dealers. No volume figures on ...

Buying up-variance: If the underlying price is expected to rise or stay above a given level then buying an up-variance swap (with a 95% trigger for example) is a cheaper alternative to a long variance ...

HONG KONG--(BUSINESS WIRE)--GSR, a global leader in algorithmic digital assets trading and market making, has launched its latest product, the Bitcoin Variance Swap. Investors, traders, and companies ...

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Some dealers are encouraging clients to play equity dispersion using single-stock volatility swaps rather than the more traditional single-stock variance swaps, in an attempt to better manage the tail ...

One basic approach to tail-risk hedging is purchasing out-of-the-money puts or put spreads on equity market indexes such as the Standard & Poor's 500, NASDAQ 100, FTSE, and others. Equity index ...

Hong Kong-based algorithmic crypto trading firm GSR launched cryptocurrency variance swaps, a product for hedging against volatility. The company announced the development in a press release published ...

HONG KONG--(BUSINESS WIRE)--GSR has completed the first ever cryptocurrency variance swap transaction with BlockTower Capital. A variance swap is a type of financial derivative product, common in ...

GSR Launches Variance Swaps: A Structured Product for Hedging Bitcoin Volatility One of the oldest and most reputable digital asset trading firms in the world has launched a product that allows ...