Jan 7, 2012

Artemis Capital Management

Christopher Cole, of Artemis Capital Management publishes a quarterly newsletter discussing everything from macro effects on volatility to technical aspects of risk distributions. His newsletter is a must-read for any volatility professional. Here are the links to the past newsletters, and I will be adding new ones to Volatility Publications page.

Fighting Greek Fire with Fire: Volatility Correlation, and Truth, September 30, 2011
Is Volatility Broken? Normalcy Bias and Abnormal Variance, March 30, 2011
The Great Vega Short- volatility, tail risk, and sleeping elephants, January 4, 2011
Unified Risk Theory - Correlation, Vol, M3 and Pineapples, September 30, 2010

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