Var.swaps, dispersion & other vol related trading.

Tony Optionaro

Tony Optionaro

Hi folks,

I'll cut to the chase: I'm looking to write a thesis for my degree, and having a hard time choosing my topic. I'm currently contemplating between var.swaps basics, uses, pricing and different underlyings (such as wti), or different vol. trading strategies to name a few.

I want to make use of the time I'm going to sacrifice for this paper, so I would like to write about a topic that would possibly help me land a job in market making/sales in this space. If you have any suggestions or tips please let me know, every piece of advice is hugely appreciated.
 
Tony Optionaro said:
I want to make use of the time I'm going to sacrifice for this paper...
More...

Not to mention the $$$$ and time (in years) it's going to cost you. What do you see yourself doing with an advanced degree in variance swaps? What's the current job market for that skill. Might it not be a better idea to put your funds in an options trading account and trade credit spreads?

Best
 
Tony Optionaro said:
Hi folks,

I'll cut to the chase: I'm looking to write a thesis for my degree, and having a hard time choosing my topic. I'm currently contemplating between var.swaps basics, uses, pricing and different underlyings (such as wti), or different vol. trading strategies to name a few.

I want to make use of the time I'm going to sacrifice for this paper, so I would like to write about a topic that would possibly help me land a job in market making/sales in this space. If you have any suggestions or tips please let me know, every piece of advice is hugely appreciated.
More...

For what degree? Is this a masters thesis or a PhD thesis?
 
B Lucci said:
Not to mention the $$$$ and time (in years) it's going to cost you. What do you see yourself doing with an advanced degree in variance swaps? What's the current job market for that skill. Might it not be a better idea to put your funds in an options trading account and trade credit spreads?

Best
More...

It's going to take around 2-4 months, the tuition is free (I'm in a Nordic Uni). No such thing as a degree in variance swaps, I'm doing a degree in Finance with side of statistics and financial maths.

The job market? No idea, I am hoping someone with more knowledge could fill me in here.

I trade options, sometimes credit spreads too, I don't know why you brought this thing up though..
 
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