Selling Vol seems like a nice idea over and buying a calendar on SPY also seem like a nice idea only problem is that vol might continue to go up even more given the fact that there is still plenty of uncertainty within the markets . I think those graphs are pretty significant but I do not...
Wow I gotta say it is so cool to get a response from the legendary @Kevin Schmit , @TheBigShort and I go to the same university he is sort of like my mentor , he talks about you all the time . Thank you for the answer it makes a lot more sense now . I hope this isn't too much of a hassle but how...
Hello I am interested in portfolio optimization . Previously I when I have done portfolio optimization I would take the historical returns of a stock and use them to perform a mean variance optimization, however I was just recently introduced to the idea of using the implied volatility of...