For EQF latest news:
Posted by Alberto Cherubini - 26 May 2020
Refreshed some fitting pics
Posted by Alberto Cherubini - 29 Sep 2016
Uploaded DBK, AAPL pics of volsurface fits today. Aggregated fitting pics in their own folder.
New Article on Variance Strategies
Posted by Alberto Cherubini - 07 Sep 2016
"Trading realised variance using listed vanillas" recently published - see more and download
here
Updated training page
Posted by Alberto Cherubini - 18 May 2016
Streamlined with list of new and updated courses. Note: software pages, which describe our main business, are in process of being updated
Posted by Alberto Cherubini - 04 Feb 2016
Late, and mercifully short.
New release 3.5
Posted by Alberto Cherubini - 12 Nov 2015
Large numbers of new features. Too many to list
Updated vols and probabilities
Posted by Alberto Cherubini - 24 Apr 2015
Quick and dirty update in
Resources as usual. Regime change confirmed for Eurostoxx skew decay.
Posted by Alberto Cherubini - 18 Dec 2014
Some you win, some you lose: a short summary of our year.
PS 3.1 coming out now with important new feature added to the VolManager
Regime changes
Posted by Alberto Cherubini - 17 Dec 2014
Short
blog out on structural changes in volsurfaces
Updated vols and probabilities
Posted by Alberto Cherubini - 17 Dec 2014
A quick approximate update of the "Resource" pages.
New release
Posted by Alberto Cherubini - 01 Oct 2014
3.0 is rolled out, after long period of beta testing. Comprehensive revamp of most features, and significant new ones added
Changes afoot
Posted by Alberto Cherubini - 30 Apr 2014
We are now providing risk services for Structured Products users.
Contact us to discuss.
Talk available
Posted by Alberto Cherubini - 30 Apr 2014
The big-picture talk "From delta1 to exotics and back - An apologia or an elegy for EQD?" was allegedly appreciated at conference below. Contact
Alberto if you'd like a copy
Short term diary
Posted by Alberto Cherubini - 22 Apr 2014
We're speaking at
this London eq-der conference, and will be in Singapore 3rd-8th May (contact us if you'd like to meet)
End of summer updates
Posted by Alberto Cherubini - 08 Sep 2013
Updated resources, short
blog on implied volatility behaviour in summer and over the EM / tapering funk