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Articles by Euan Sinclair
Journal of Investment Strategies
Out-of-the-money index puts are overpriced relative to out-of-the-money calls. This premium can be monetized by trading standard, exchange-traded index options. Including risk reversals in an equity portfolio gives a higher Sharpe ratio than a pure index position. We study the risk-reversal premium, where out-of-the-money puts are overpriced relative to out-of-the-money calls.
Journal of Investment Strategies
Tweet Facebook LinkedIn Save this article Send to Print this page Out-of-the-money index puts are overpriced relative to out-of-the-money calls. This premium can be monetized by trading standard, exchange-traded index options. Including risk reversals in an equity portfolio gives a higher Sharpe ratio than a pure index position.
The Hidden Truths About Stop loss In Trading
By Dr. Euan Sinclair, Managing Partner at Talton Capital Management and EPAT Faculty A stop-loss order, or stops as is generally said, is an order placed with the broker to sell (or buy) if the stock of a company which you hold, reaches a pre-determined price in order to avoid large losses. In the trading world, the use of stops is seen as an essential part of risk control and money management.
Reflections on recent volatility
Abstract The equity volatility in the second week of February 2018 was unprecedented. Volatility events do not generally erupt from nowhere and, by a number of measures, 2017 was one of the least volatile years ever. Further, the increase in volatility was dramatically greater than would normally follow from the equity movement. Option sellers were hurt, and there were major repercussions for volatility exchange-traded notes, where issuer rebalancing exacerbated the move.
The Cost of Family Law Disputes
Last year, the Canadian Research Institute for Law and the Family (CRILF) and the Canadian Forum on Civil Justice (CFCJ) sent out a survey to family lawyers in Canada to get a sense of legal professionals’ preferences around dispute resolution methods and the costs associated with these various avenues.
Tomorrow the Supreme Court of Canada Will Start Publishing Plain Language Case Summaries
Starting tomorrow, the Supreme Court of Canada will publish Cases in Brief on the Court website, and on its Facebook and Twitter accounts. These are short, plain-language summaries of Supreme Court decisions. The first such Case in Brief will be made available tomorrow at noon in the case of Carson v. The Queen. “We’re doing this because we want to be more transparent and accessible to Canadians—but we’re also doing it because we must.
Dan Pinnington Appointed LAWPRO President & CEO
On behalf of everyone at Slaw, I’d like to extend a warm congratulations to our colleague Dan Pinnington on his appointment as President and CEO of LAWPRO. Dan has written with us here at Slaw for nearly a decade. His commentary has covered an enormous range of topics related to law practice management, legal technology, fraud and claims prevention (to name a few). But most of all, Dan is a communicator — speaker, blogger, book author, teacher, magazine editor, and conference chair.
Fixing Our Broken Copyright System
Copyright law seeks to regulate creativity. Nowhere is this regulation more apparent, or specific for that matter, than at the level of setting tariffs for copyright uses as set by the Copyright Board and administered by collective societies. As illustrated most recently in the Access Copyright v. York University decision, this system of collective administration is horribly broken. It is time to get creative about how we regulate creativity. This is how copyright works.
The Case Against Disruptive Innovation in Large Practice
Change is needed in the legal industry. But change simply for the sake of changing isn’t always a good thing. There’s plenty of buzz about McCarthy Tétrault LLP’s “radical” transformation, and rightly so. They’re ridding offices for communal work spaces, finally moving away from the billable hour, and slashing redundant support staff. The effort is to be applauded, but the transition is likely to be bumpy.
Why real A.I. isn't needed for chatbots
“The question of whether a computer can think is no more interesting than the question of whether a submarine can swim.” – Edsger W. Dijkstra, computer scientist. Many articles about chatbots focus on their use of A.I. and argue that recent advances in artificial intelligence are making bots viable in a way that they had’t been until now. Unfortunately, this argument is not only misguided, it is actually damaging to those who are trying to make and sell useful bots.
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