Tensions and technical levels in equities/bonds
I don’t. I’m kinda done writing primers for a while lol. If someone wants specific pieces or consulting services then maybe I’d consider it. Appreciate the kind words tho !
Revisited this alpha report, what was the spread you have used in BBG for the skew in the chart with (SMH, SPX, XLK)? Thanks!
It was implied vol skew
Same calculation as in VCA <GO>
Excellent report on the alpha trades. Btw do you have a primer or any helpful read on oil trading?Thanks!
Commodity derivatives 2nd edition
I don’t. I’m kinda done writing primers for a while lol. If someone wants specific pieces or consulting services then maybe I’d consider it. Appreciate the kind words tho !
Revisited this alpha report, what was the spread you have used in BBG for the skew in the chart with (SMH, SPX, XLK)? Thanks!
It was implied vol skew
Same calculation as in VCA <GO>
Excellent report on the alpha trades. Btw do you have a primer or any helpful read on oil trading?Thanks!
Commodity derivatives 2nd edition