Acuiti today publishes the Expanding Horizons in Volatility Trading report.
This report looks into how approaches and attitudes to volatility trading are changing. It was produced in partnership with MIAX and is based on surveys or interviews of senior executives at 94 proprietary trading firms, hedge funds, banks and interdealer brokers.
Some of the key findings included:
- There is significant appetite in the volatility trading community for new derivatives contracts that they can trade alongside more established products
- Volatility trading is set for significant growth as more firms plan to adopt the asset class
- Index methodology is very important to most market participants and will be a key component in any new contract’s success
- The rise in popularity of short-dated options trading is a trend that could have a major impact on market participants’ expectations both for listed volatility products and how they are calculated
Download the full report below.