FX Bridge Preps Options Volatility Commentary

fx-bridge-optionquant-pdf

The vendor rolled out the first new product, OptionQuant, at the end of October, drawing on anonymized and aggregated FX volatility curves contributed by six major banks─JP Morgan, Morgan Stanley, Credit Suisse, Citigroup, UBS and Goldman Sachs─that the vendor has signed up over the past two years, says James Friedman, chief operating officer of FX Bridge.

"Banks are reluctant to show the public their volatility curves, but because we are aggregating them, we can show that and recommend that a s