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!
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Deutsche Bank Currency Volatility Index was developed to provide an implied volatility benchmark for major currency markets. The index is d...
stats arb posts sound interesting! Please do post some materials on this subject! Thanks.
ReplyDeleteGood 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.
ReplyDeleteHi Dennis,
ReplyDeleteThat'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!
-bowen