Client Stories
Specific moments from volatility reviews — not marketplace star ratings.
“They caught a skew dislocation in our SET50 options book two sessions before we would have noticed it ourselves. The weekly note is dense — sometimes denser than we finish — but the call-outs are usable.”
“We booked a regime briefing after a messy month in USDTHB vol. The session did not flatter our existing hedges; it showed where gamma was thinner than we liked. That honesty is why we asked for a follow-up event session before the next policy print.”
“Onboarding took longer than I hoped because our risk export was messy. Once the monitoring list settled, the Monday notes became part of our desk ritual. I still wish the verbal debriefs were offered twice a week, but capacity is clearly protected for a reason.”
Extended story: Pre-earnings vol budget
A Southeast Asian equity long/short fund approached us three weeks before a cluster of bank earnings. Their concern was not direction — it was whether short-dated implied vol on index options already priced the week’s event risk. We ran an Event-Risk Scenario Session with four paths, mapped vega against their existing overlays, and left them with a one-page checklist of which tenors looked expensive relative to prior earnings weeks. They did not add every hedge we discussed; they did rebalance two strikes that had been rolling on autopilot.
Extended story: Quiet FX monitoring
A corporate treasury with recurring USDTHB exposures engaged the retainer after an internal audit asked for clearer documentation of volatility assumptions. For six months we delivered weekly regime notes focused on three tenor buckets. The value was less in dramatic calls and more in a paper trail the audit committee could read without translation from the trading floor.