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 ...

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 ...

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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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 ...

Hong Kong-based algorithmic crypto trading firm GSR launched cryptocurrency variance swaps, a product for hedging against volatility. Per the announcement, the variance swaps will allow investors, ...

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 ...