Interesting blog - inside the head of an esoteric derivatives market maker

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desafinado
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Joined: Wed Dec 28, 2016 3:14 am

Interesting blog - inside the head of an esoteric derivatives market maker

Post by desafinado » Fri Aug 10, 2018 10:53 pm

John Dolan is the market maker for case-shiller home price index futures and options, which are traded on the CME. He actually has a pretty informative blog at www.homepricefutures.com. I don't think the home price futures are generally a good way to hedge real estate exposure because the market is so illiquid but it is interesting to read about from an academic standpoint.

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