このエピソードについて
The podcast welcomes Rob Navin, Founder of Real Time Risk Systems to discuss his new method of estimated a realized volatility based on P&L from a constant gamma position. This is a deep dive quant discussion on Option strategies. Estifanos Shekour, MFE also join the podcast and share his experience on designing option strategies.
Link to Discussion Article
https://optionstree.substack.com/p/gamma-capture-realized-volatility-9b5
https://www.linkedin.com/in/robnavin/
https://www.linkedin.com/in/estifanos-shekour/
https://www.linkedin.com/in/patrick-z-08bb5b5a/
Lehigh MFE Linkedin Page
https://www.linkedin.com/company/lehigh-master-in-financial-engineering
Link to Discussion Article
https://optionstree.substack.com/p/gamma-capture-realized-volatility-9b5
https://www.linkedin.com/in/robnavin/
https://www.linkedin.com/in/estifanos-shekour/
https://www.linkedin.com/in/patrick-z-08bb5b5a/
Lehigh MFE Linkedin Page
https://www.linkedin.com/company/lehigh-master-in-financial-engineering
英語
アメリカ合衆国
文字起こし 🔗
Are you the producer of this podcast?
Add a podcast transcript
Need Audio-to-Text?
Transcribe with Listen411 in Just 60 Seconds
このポッドキャストの他のエピソード
Tyler is a Master’s in Financial Engineering student graduating in 1 month. For over a year, he has been exploring volatility arbitrage and option factors with help from a sponsor at a leading hedge fund.
Listen to Tyler discuss his journey on this installment of The Quant/Financial Engineer podca…
I speak with https://www.linkedin.com/in/tanyaradzwa-leigh-masunga/ on her latest projects sponsored by Hedge Fund Mgr
https://www.linkedin.com/company/rehoboth-research/
https://www.linkedin.com/in/besa-masaiti/
Falling Knives with Prince Owusu-Ansah (MFE) by Patrick J Zoro
免責: このページに埋め込まれているポッドキャストとアートワークは Patrick J Zoro からのものであり、その所有者の所有物であり、Listen Notes, Inc. と提携または承認されていません。
