Option Gem

Discussion in 'Options' started by mathieurrr, Apr 3, 2013.

  1. I thought I'd share this pdf I found while searching for some reading on trading vol skew. This covers a lot of different topics and I haven't read the whole thing yet but it seems pretty fantastic and very informative. It would be awesome if others could also post some more reading gems about options that they found useful.


  2. that has floated around before.. i've read it... good stuff...
  3. could not find book form by this author.
  4. Not a specific link, but you can find a number of gems (that cover e.g., variance swaps, like in your link) by google searching for:

    goldman sachs quantitative strategies research notes pdf

    One result in particular, which is mentioned in the CBOE's white paper on calculation of the VIX is:
  5. dfantome


    interesting.. thanks
  6. donnap


    In my years at ET, one of my all time favs, from exasperated atticus, "has it occurred to you guys to learn how to trade?"
  7. What exactly do you mean by that ?
  8. donnap


    Heh. Good one.

  9. I was being serious :s
    #10     Apr 9, 2013