Grant Cavanaugh

Grant Cavanaugh

Evanston, Illinois, United States
962 followers 500+ connections

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About

As the Chief Financial Officer at Scoot Science, I work with a team of oceanographers and…

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Experience

  • Authors of Boston Graphic

    Authors of Boston

    Evanston, Illinois, United States

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    Evanston, Illinois, United States

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    Evanston, Illinois, United States

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    Larkspur, CA

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    Larkspur, CA

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    Culver City, CA

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    Washington D.C. Metro Area

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    Lexington, Kentucky Area

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    Lexington, Kentucky Area

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    Washington D.C. Metro Area

Education

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Publications

  • The lifecycle of exchange-traded derivatives

    Journal of Commodity Markets

    This article provides a statistical description of the lifecycle of exchange-traded derivatives in the United States. Using annual volumes for most derivatives reported to US exchanges since 1954, we present distributional estimates of the rate at which derivative trading volumes rise and fall. Our results suggest that the lifecycle of cleared derivatives changed fundamentally in the 2000’s. In that decade, derivatives with low trading volumes moved to modest volumes with increased proba-…

    This article provides a statistical description of the lifecycle of exchange-traded derivatives in the United States. Using annual volumes for most derivatives reported to US exchanges since 1954, we present distributional estimates of the rate at which derivative trading volumes rise and fall. Our results suggest that the lifecycle of cleared derivatives changed fundamentally in the 2000’s. In that decade, derivatives with low trading volumes moved to modest volumes with increased proba- bility. Prior to the 2000’s, low volume contracts were more likely to remain stuck at low volumes or be delisted altogether. This additional resilience from low levels of trading meant that the expected trading volume for a new cleared derivative after ten years of trading actually grew between the 1990s and 2000’s. This is surprising given that many new contracts were launched in the last decade and a historically large percentage of contracts traded at low volume in any year. The results suggest that trading volumes varied more decade to decade than from exchange to exchange or product type to product type.

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Languages

  • Spanish

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  • Portuguese

    Professional working proficiency

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