i'd do it.
sorry sure so i was suggesting being short short-dated flies over events. this was a strategy citi claim to have invented and it did make a lot of...
you can but you have to be v v well capitalized
be short right before an event like an earnings if you can sort ur strikes so u go in on top of them them. the high event vol + vol convexity of...
no they cant. the inverse etfs tried to return -r where r is the daily return of the vix short term daily futures. vix futures can't go to zero...
Before writing your own check out out google's tensor flow. it does it all or for you you don't even have to normalize the data. Think this algo...
https://simons.berkeley.edu/
good article on choice of hedging vol under Black Scholes in case you hadn't seen: http://www.math.ku.dk/~rolf/Wilmott_WhichFreeLunch.pdf
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