이 에피소드에 관해
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
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