The Macro Trading Floor

← The Macro Trading Floor9. Aug. · 37 Min.

On Sizing Options, The Fed and The JPY

On Sizing Options, The Fed and The JPY9. Aug.37 Min.

In this episode, Alf and Brent talk about the Fed's likely reaction function to incoming data and the Bessent/Japan accord on the JPY. The duo then discusses one of the trickiest questions for macro PMs: when to use options, and how to size them?