Tag Archives: short volatility

Derivatives of Derivatives of Derivatives And The Modern Alchemists

The difference between the old alchemists and the modern financial alchemists is that actions of the latter group endanger the stability of an already fragile financial system.

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Short Volatility Strategy With Contango Filter

This article shows an example of a short volatility strategy developed with DLPAL S. The strategy incorporates a contango filter and is validated on strictly positively correlated securities.

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