Concentration Risk: Shape of the Option Market
Alphacution begins to present its unique - and visually quantitative - perspective on the extreme level of concentration in the US equity derivatives market...
Concentration Risk: Shape of the Option Market
Alphacution begins to present its unique - and visually quantitative - perspective on the extreme level of concentration in the US equity derivatives market...
Group One Trading: Through The 0DTE Lens
Group One Trading is not participating in the zero-days to expiry (0DTE) option boom. And yet, Alphacution shows how its data yields a pattern that illustrates certain 0DTE impacts on the broader US option market...
Top 10 ETFs for Traders, And Then Some…
Alphacution makes a case for the best - and worst - ETFs for active traders, even at the risk of increased market concentration...
Market Terraforming: Zero-Day Options Alter Landscape
Alphacution showcases a subtle yet important impact of the explosive zero days to expiration (0DTE) phenomenon in US equity option markets...
Guest Post: The VIX Is Not Broken
Guest Post: Derivatives specialist, Don Dale, offers a thoughtful case for why the CBOE Volatility Index (VIX) is not broken, despite punditry claims to the contrary. Two pearls of wisdom, up front: 1) Pundits like to complain; and, 2) Be careful what you wish for!
The Mighty SPY
As part of its current spotlight on the exchange-traded products (ETP) component of the global markets ecosystem, Alphacution digs into the versatility and liquidity of the SPDR S&P500 ETF Trust (SPY)...
Single-Stock ETFs And The Market For Financial Playthings
This week, Alphacution goes overboard to create a detailed backdrop for what some are calling a frenzy for single-stock ETFs as well as what that could mean for the concept of a "synthetically singular global market."
