Harbourfront TechnologiesWhen Correlations Break or Hold: Strategies for Effective Hedging and TradingPractical applications to exploit the negative correlation between equity prices and their volatility.6d ago
InTokyo FinTechbyNorbert GehrkeSumitomo Mitsui Financial Group and enechain establish joint ventureSumitomo Mitsui Financial Group and enechain have established a new joint venture company, named “eXstend”, with JPY 1bn in capital and a…Nov 10Nov 10
InE³ — Entertain Enlighten EmpowerbyMalky McEwanThese Wishy-Washy Words Make Your Writing Less PowerfulWriters need skin in the gameMay 2960May 2960
T Z J YMulti-Period Optimization Used In Portfolio HedgeIn a multi-period portfolio optimization with hedging, the goal is to optimize the portfolio over several future time periods while taking…Oct 24Oct 24
Harbourfront TechnologiesWhen Correlations Break or Hold: Strategies for Effective Hedging and TradingPractical applications to exploit the negative correlation between equity prices and their volatility.6d ago
InTokyo FinTechbyNorbert GehrkeSumitomo Mitsui Financial Group and enechain establish joint ventureSumitomo Mitsui Financial Group and enechain have established a new joint venture company, named “eXstend”, with JPY 1bn in capital and a…Nov 10
InE³ — Entertain Enlighten EmpowerbyMalky McEwanThese Wishy-Washy Words Make Your Writing Less PowerfulWriters need skin in the gameMay 2960
T Z J YMulti-Period Optimization Used In Portfolio HedgeIn a multi-period portfolio optimization with hedging, the goal is to optimize the portfolio over several future time periods while taking…Oct 24
TheKingfisherKF-GEX+: Gamma, Vanna, Exposure, and IVA tale of cryptocurrencies expected volatilityAug 6, 2021
Guillaume LambertGamma transforms: How to hedge squeeth using Uni V3Single-tick Uniswap v3 LP positions can be used to hedge the gamma of payoff curves like squeeth or any other power perpetualFeb 23, 20221
