Search for Value
The RBS Equity Derivatives team produce a Daily Index commentary including Technical Analysis and Volatility Surface infomation for the major indices.
Explore our extensive research and analytics capability. These include, trade ideas and quantitative research pieces published on a regular basis, a rich/cheap analysis engine using 7 years of past implied and subsequently realised volatility data. Statistical outliers are identified and presented with suggested trading strategies. Further research on regime modelling and volatility surface forecasting will be developed soon.