29.09.2016
Refreshed some fitting pics
Uploaded DBK, AAPL pics of volsurface fits today. Aggregated fitting pics in their own folder.
07.09.2016
New Article on Variance Strategies
"Trading realised variance using listed vanillas" recently published - see more and download here
News Article
Updated vols and probabilities
Quick and dirty update in Resources as usual. Regime change confirmed for Eurostoxx skew decay.
Website development: Red Sphere Media