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Indhold leveret af The Quant / Financial Engineering Podcast and Patrick J Zoro. Alt podcastindhold inklusive episoder, grafik og podcastbeskrivelser uploades og leveres direkte af The Quant / Financial Engineering Podcast and Patrick J Zoro eller deres podcastplatformspartner. Hvis du mener, at nogen bruger dit ophavsretligt beskyttede værk uden din tilladelse, kan du følge processen beskrevet her https://da.player.fm/legal.
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Gamma Capture

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Manage episode 448658714 series 2686124
Indhold leveret af The Quant / Financial Engineering Podcast and Patrick J Zoro. Alt podcastindhold inklusive episoder, grafik og podcastbeskrivelser uploades og leveres direkte af The Quant / Financial Engineering Podcast and Patrick J Zoro eller deres podcastplatformspartner. Hvis du mener, at nogen bruger dit ophavsretligt beskyttede værk uden din tilladelse, kan du følge processen beskrevet her https://da.player.fm/legal.
The podcast welcomes Rob Navin, Founder of Real Time Risk Systems to discuss his new method of estimated a realized volatility based on P&L from a constant gamma position. This is a deep dive quant discussion on Option strategies. Estifanos Shekour, MFE also join the podcast and share his experience on designing option strategies. Link to Discussion Article https://optionstree.substack.com/p/gamma-capture-realized-volatility-9b5 https://www.linkedin.com/in/robnavin/ https://www.linkedin.com/in/estifanos-shekour/ https://www.linkedin.com/in/patrick-z-08bb5b5a/ Lehigh MFE Linkedin Page https://www.linkedin.com/company/lehigh-master-in-financial-engineering
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58 episoder

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Manage episode 448658714 series 2686124
Indhold leveret af The Quant / Financial Engineering Podcast and Patrick J Zoro. Alt podcastindhold inklusive episoder, grafik og podcastbeskrivelser uploades og leveres direkte af The Quant / Financial Engineering Podcast and Patrick J Zoro eller deres podcastplatformspartner. Hvis du mener, at nogen bruger dit ophavsretligt beskyttede værk uden din tilladelse, kan du følge processen beskrevet her https://da.player.fm/legal.
The podcast welcomes Rob Navin, Founder of Real Time Risk Systems to discuss his new method of estimated a realized volatility based on P&L from a constant gamma position. This is a deep dive quant discussion on Option strategies. Estifanos Shekour, MFE also join the podcast and share his experience on designing option strategies. Link to Discussion Article https://optionstree.substack.com/p/gamma-capture-realized-volatility-9b5 https://www.linkedin.com/in/robnavin/ https://www.linkedin.com/in/estifanos-shekour/ https://www.linkedin.com/in/patrick-z-08bb5b5a/ Lehigh MFE Linkedin Page https://www.linkedin.com/company/lehigh-master-in-financial-engineering
  continue reading

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