when people said trading skews? What do they really mean? is that something to do with richness/cheapness of each strike comparing call and put?
Are there any traders who trade two different undelyings but one with higher implied vol so it trades long gamma, and the other with lower implied...
Are there any strategies which can trade both long theta and long vega?
Dear all, I have this idea to create a dispersion strategy to trade options. I am thinking to calculate the intraday realized volatility...
i have came across with this term, does any one know what's implication of implied correlation? what kind of strategies could we been used based...
one of the research paper i am currently reviewing, its said that 3m ATMF implied volatility remains elevated, but risk reversal skew (3m,...
Dear experts, I am trading option now, but i am just wondering when is proper time to neutralise detal and also gamma? My idea is to...
hi, I run a strategy on option trading. I know how to calculate the geomean for the returns, but i need to calculate strategy's returns of...
I have a strategy which i am not sure weather i need to make positive vega or negative vega if I am wrong with my view. Thats said if the...
hi, just wondering are there any companies who only hire Phd graduates as in their quant team??
Have anyone heard of this strategy? I am just wondering does anyone know their breakeven point? how to calculate them and whats benefits of...
Can anyone explain to me the difference between implied, realised and historical volatility? I thought realised and historical volatility are...
Dear experts, I am constructing some grpahs for analysing the volatility, and when i looked at some example made by other research institutes,...
how most people do to construct historical implied volatility? I could always get one ATM- Call and Put by Black-schole formula, but how to get...
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