​Mid-Weekly: Janus Risk Premia Duo Move On ¦ Maidel On SPX Call Vol, Skew ¦ Magazine Launched

During the first part of this week, EQDerivatives spoke with Russell Investments’ on how the recent recovery in SPX spot following the Brexit vote and subsequent lower levels of implied volatility in call options out to September maturities in the index has made it attractive to own upside on an outright basis or delta hedged. Elsewhere, we report on Windham Capital Management hiring two ex-Janus Capital officials specialized in risk premia strategies. This week we also published the summer edition of EQDerivatives Magazine, where we look at trading the mis-priced SX5E – SPX Spread, trading Nikkei convexity and post-Brexit vol trading opportunities, among other areas. Head to http://eqderivatives.com/commentary to view the latest news & commentary from EQDerivatives.