Field Notes
Practical notes on derivatives volatility — written for desks, not for headlines.
Short essays and practical observations from our Bangkok work on implied and realised volatility.
Reading FX volatility around USDTHB event weeks
Local calendar risk and how corporate treasuries can prepare without over-hedging.
Skew notes that survive a committee meeting
Writing about skew so risk committees can act without translating trader shorthand.
Building a pre-print volatility budget
How event-risk sessions turn a known print into a shared set of exposure paths.
When implied vol ignores a quiet tape
A calm underlying does not always mean cheap options — how we read stubborn implied levels.