Recent content by JEBUMP

  1. J

    Dax Outperformance vs SX5E good trade?

    YTD the Dax index has outperformed the SX5E index, 17.5% vs 10%. If you look at the ratio of the SX5E/Dax currently trading on it's lows. It seems a good opportunity to buy SX5E sell Dax? But I want to understand fully what the catalyst on the Dax was for the outperformance, I assume its...
  2. J

    SX5E Index relationship with EUR/USD

    Hi, I have noticed that their is a correlation between the perfomance of the SPX and SX5E index but with the DAX index sometimes the inverse. Would anyone be able to assist in the main drivers for this. Im thinking it has to do with the consitutents and whether they are net exporters/importers...
  3. J

    Slope Of Vol Skew

    I wanted to monitor how skew changes for index options day by day across different maturities I have been advised to compare the difference between the implied vol of an out of the money put and an equally out of the money call using a 25 delta on each as ref points. I know there are many...
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