Sep 5, 2013

What's going on with this blog

As you know I have not posted in a while. My current trading does not involve options, or any volatility-related instruments, and it became harder to come up with quality material. At the beginning of June I started trading, and had no time to follow volatility research. As of right now I will either update this blog less frequently with volatility-related news or expand coverage to include statistical arbitrage and machine learning. Good luck trading, and hedge your deltas!


  1. Anonymous9/07/2013

    stats arb posts sound interesting! Please do post some materials on this subject! Thanks.

  2. Good to see you back. I also vote for the second (expand or shift coverage). Although I'd miss your material on non-US vol indices+futures, which are hardly covered (and traded, admittedly) by anyone else.

  3. Anonymous9/09/2013

    Hi Dennis,

    That's why you have not posted any new materials! I've been wondering why you have not been updating the site.

    Stat arb would be a good addition to the site. Hope your new trading strategy is going well!