Navnoor Bawa
Navnoor Bawa @navnoorquant ·
Replying to @navnoorquant
Nobody tells you this about vol models: Heston fits SPX options fine. Heston fits VIX futures fine. Try both simultaneously? VIX options RMSE: 37 vol points. The model that "works" falls apart the moment you stress-test it. #VolatilityTrading #Quant
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Horizon Trading Solutions
Horizon Trading Solutions @Horizon_People ·
Knowing Gamma & Vega is one thing. Managing them live is another. Our new blog explains how traders turn volatility theory into execution 👇 👉 Blog + webinar replahubs.la/Q0469BBj06Y #VolatilityTrading #Derivatives #TradingTech
What Is Volatility Trading? Guide to Managing Gamma and Vega

Learn how to trade volatility by managing Gamma and Vega, with practical strategies, automation insights, and expert guidance from our webinar.

From horizontrading.io
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