News:

Rough Volatility Models —

James Gatheral

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DDC Comment:  1 Hour Video

News:

FIA:  Revisiting Procyclicality: The Impact of the COVID Crisis on CCP Margin Requirements

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DDC Comment:  RealLimit futures could solve this problem

News:

How a Lone Norwegian Trader Shook the World's Financial System

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DDC Comment:  RealLimit futures could solve this problem

Recent News:

SECDEX Digital Custodian goes live with over half a billion USD of tokenised assets

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DDC Comment:  Demand Derivatives is proud to be a part of the launch of SECDEX with our new security token offering.

Recent News:

Contagion can spread via cross-asset links, ECB study shows

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DDC Comment:  Same comment as just below.  CCPs could lead to systemic failure.  DDC's approach has solved this problem.

Recent News:

BIS:  Model Risk at Central Counterparties.

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DDC Comment:  This article discusses exactly the risk we have been warning about:  "If model risk were to materialise at a time of stress, it could lead to the CCP's failure - with systemic consequences."

Recent News:

CCPs [Clearing Houses] Failing to Set Effective Margin Limits — Study

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DDC Comment:  If clearing houses get this wrong, they can put the entire financial system at risk.  Such risks cannot happen with our process. 

Recent News:

Trader's $77k account lost $9m in one day.

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DDC Comment:  Such a risk cannot happen with our process. 

Recent News:

CME CEO on negative crude oil prices

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DDC Comment:  Is the CME trying to make people believe that a -237% change in crude oil prices was just normal market forces at work?

Recent News:

Q1 2020 Global Futures Volume Surges