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
Volatility TraderAlgorithmic Approach to VIX FuturesThis is the 4th in our “Journey to Vol Trading” series that chronicles the evolution of our trading. Keep reading for updates.Jun 271
InFinancial Expertise GuidebyImperoCoWhat Role Does Volatility Play in Ensuring Retirement Savings Last?As usual, I created a spreadsheet to (hopefully) provide some answers.Dec 3Dec 3
Daniel HerreraForecasting Volatility: Deep Dive into ARCH & GARCH ModelsModeling Volatility in the S&P 500Jun 7, 20232Jun 7, 20232
Punk Rock Traders | Actionable Market ResearchThe VIX: Calm Before the Storm or a Prelude to Stability?“It has been well and correctly remarked that the only things that go up in credit crisis and financial panic are correlations and…Dec 2Dec 2
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
Volatility TraderAlgorithmic Approach to VIX FuturesThis is the 4th in our “Journey to Vol Trading” series that chronicles the evolution of our trading. Keep reading for updates.Jun 271
InFinancial Expertise GuidebyImperoCoWhat Role Does Volatility Play in Ensuring Retirement Savings Last?As usual, I created a spreadsheet to (hopefully) provide some answers.Dec 3
Daniel HerreraForecasting Volatility: Deep Dive into ARCH & GARCH ModelsModeling Volatility in the S&P 500Jun 7, 20232
Punk Rock Traders | Actionable Market ResearchThe VIX: Calm Before the Storm or a Prelude to Stability?“It has been well and correctly remarked that the only things that go up in credit crisis and financial panic are correlations and…Dec 2
Harbourfront TechnologiesExamining Contango and Backwardation in VIX FuturesVIX futures term structure generally follows the spot VIX, but not always.Nov 24
Harel JacobsonVolatility Smile and Delta Hedging (Part 2) — Down the rabbit hole of Smile Risk Hedging.So we continue our journey down the rabbit hole of volatility surface and vega risk exactly where we left off last time (if you want to…Aug 17, 20211
