Blogs
European Options Markets: 2010-2025 Analyzed Using OptionMetrics Data
August 13, 2025Andres Hsiao | Quantitative Research Intern Introduction & Key Findings The US options market has grown tremendously over the past decade, becoming a massive force in global finance. But have other major markets around the world followed this trend? Utilizing ...
Read moreCopper, the New Steel
July 28, 2025On July 9th, President Trump imposed a 50% tariff on copper imports, effective August 1. This followed an executive order last February launching an investigation into how copper imports may affect national security. The August 1 deadline now looms, and ...
Read moreHong Kong’s IPO Surge: Predictions for Chinese Equity Dividends
July 16, 2025A new capital exodus is reshaping the Chinese financial landscape—and it appears to be headed straight for Hong Kong. In the first half of 2025, companies like Hengrui Pharmaceuticals and CATL raised a combined $5.3 billion through share offerings in the city. EV maker Seres is ...
Read moreTail Risk in Action: Identifying Stocks Vulnerable to Oil Volatility Shocks
June 20, 2025Late last week, Israel launched a preemptive strike on Iran’s nuclear facilities, sending shockwaves through global oil markets. After nearly a week of escalating conflict during the week of June 16, markets remain volatile as investors grapple with uncertainty around ...
Read moreCrude Oil: Not Shocking
June 20, 2025The latest hostilities in the Middle East between Israel and Iran have obvious and significant implications for crude oil futures and implied volatility. Although Israel’s initial strike was anticipated before the attack, it came as a surprise to the market ...
Read moreGreen Dividends: How Europe’s Clean Energy Mandates Are Reshaping Utility Dividend Payouts
June 12, 2025As Europe accelerates toward a carbon-neutral future, the continent’s utility giants are at the forefront of clean energy. Governments from Brussels to Berlin are mandating aggressive renewable energy targets, while investors continue to demand stable dividends in a turbulent global ...
Read moreThe Worst Crisis?
May 20, 2025The VIX was tailor-made for the financial panic that swept through the markets in early April. After languishing at relatively low levels for most of 2023 and 2024, the VIX exploded to a high of 60.13 on April 7th, a ...
Read moreFrom Shock to Signals: What Implied Dividends Reveal About Recession Risk
May 7, 2025Fears of retaliatory trade wars have sparked concern of an impending recession in the U.S. A renewed tariff war could raise the risk of higher input costs, disrupted supply chains, and weaker corporate margins—factors that can pressure earnings and dividend ...
Read moreA Golden Parachute?
April 23, 2025Gold is in the spotlight, and for good reason. Economic and political disorder, instability, and general uncertainty are dominating the markets this year, and they are tailor-made to support gold. Few assets have escaped the current market turmoil, but gold ...
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