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Vito Turitto in HyperVolatility

What Will the World Look Like in the Future?

The growth rate of a country tends to have a fairly substantial impact on…

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Vito Turitto in HyperVolatility

Volatility in Crude Oil Markets: Trading and Risk Management

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Vito Turitto in HyperVolatility

Commodity Portfolio Management: Hedging Market Risk

The present HyperVolatility research expands the analytics entitled Commodity Portfolio Management: Structuring Considerations, which was previously published on the J.P. Morgan Global Commodities Applied Research Digest journal.

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Vito Turitto in HyperVolatility

Oil Fundamentals: Crude Oil Grades and Refining Process

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Vito Turitto in HyperVolatility

Commodities and Currencies: Inter–Market Analysis

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Commodity Volatility Indices: OVX and GVZ

The present research will examine the most popular commodity volatility indices…

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The Oil Arbitrage: Brent vs WTI

It is no secret that the most important crude oils in the world are the European Brent (extracted by 15 oil fields located in the East Shetland Basin in the North Sea) and the American WTI which is extracted in the US and delivered at the Cushing in Oklahoma. It is well…

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Options Greeks: Delta, Gamma, Vega, Theta, Rho

First of all I would like to give credit to Liying Zhao (Options Analyst at HyperVolatility) for helping me to conceptualize this article and provide the quantitative analysis necessary to develop it. The present report will be followed by a second…

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Options Greeks: Vanna, Charm, Vomma, DvegaDtime

The present article deals with second order Options Greeks and it constitutes the second part of a previously published article entitled “Options Greeks: Delta,Gamma,Vega,Theta,Rho”. Before getting started it is important to highlight the great…

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Vito Turitto in HyperVolatility

The US Dollar Index

The Dollar Index is a very useful yet simple to understand tool for currency, commodity and equity traders. The index measures the fluctuations of the US Dollar against a basket of different currencies: Euro, Japanese Yen, Canadian Dollar, British Pound, Swedish Krona and Swiss Franc. In…

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About
HyperVolatility
HyperVolatility
HyperVolatility is Vito Turitto’s personal project. It provides quantitative research on financial markets and in particular on commodities. The most common topics are volatility modeling, financial computation, quantamental analytics, machine and deep learning
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