Volatility Trading And Predicting

alexandergir · Post by **alexandergir** » Tue Mar 05, 2013 9:07 pm

Folks, I explain how vol surface can be decomposed into trade-able gammas and how it can be predicted day to day, ask me for implementation if you want to try, thoughts are very welcome

http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2223406

alexandergir · Post by **alexandergir** » Fri Mar 08, 2013 9:21 pm

Morgan Stanley Lawyers, kindly asked me to remove my SSRN paper since in their humble opinion it contains information I invented while at Morgan Stanley.

With any questions or concerns please contact me alexanderg at alumni.stanford.edu

Baltazar · Post by **Baltazar** » Fri Mar 08, 2013 10:55 pm

I went through it quickly and that seems like a nice paper.

Very practical.

Strange · Post by **Strange** » Sat Mar 09, 2013 12:43 am

Just looked through it, interesting approach. You don't happen to have the example code and data some place (I know, a lot to ask)?

Baltazar · Post by **Baltazar** » Sat Mar 09, 2013 11:53 am

sent you an email strange btw, sorry for the threadjack

chiral3 · Post by **chiral3** » Sat Mar 09, 2013 4:28 pm

You got a cease and desist within 3 days? That's amazingly nimble of them.

albo · Post by **albo** » Sun Mar 10, 2013 1:37 am

Can someone provide a copy of this paper?

Arhs99 · Post by **Arhs99** » Sun Mar 10, 2013 4:45 pm

^^^

Same here please?

Say no to strangling free expression.

PeregrineFalcon · Post by **PeregrineFalcon** » Sun Mar 10, 2013 10:46 pm

Can I also get a copy ? Thanks!

quantie · Post by **quantie** » Mon Mar 11, 2013 3:09 pm

me too please..