​EQDerivatives Winter 2016 Magazine Is Live!

The Winter 2016 edition of EQDerivatives Magazine is live! In this issue, we take a look at the distorting impact of autocallable issuance on European volatility. We’ve talked before about how Korean autocallables affect volatility in Asia, but in Europe we look at whether the effect is overblown. Also, we talk to key strategists to get their 2016 outlook on U.S. equity and dividend trading, while in Asia, we look closely at how the Nikkei dividend trade, which was talked up in mid- 2015, has evolved. Elsewhere, Vega Kappa, one of those most experienced vol traders in the market, provides his perspective on what is currently driving equity vol. Our cover story this quarter is an in-depth profile of Nancy Davis, managing partner and CIO at Quadratic Capital Management in New York. Davis is an industry veteran who began her career at Goldman Sachs, and has also held roles at Highbridge and AllianceBernstein.