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Total Posts: 271
Joined: Apr 2008
Posted: 2015-07-21 15:13
May I please have a copy of paper? Email in profile but jason dot mellone at gmail dot com

Thank you!


Total Posts: 1
Joined: Apr 2014
Posted: 2015-07-24 17:21
Could you send me the copy? Thanks!
gavincyi at gmail dot com


Total Posts: 176
Joined: Mar 2007
Posted: 2015-07-29 18:10
This thread is *still* alive?


Total Posts: 1
Joined: May 2016
Posted: 2016-05-19 07:11
Looks like I'm a little late to the party. If anyone still has the paper could you please email it to me?

jvogel5124 at



Total Posts: 1
Joined: Jun 2016
Posted: 2016-06-09 13:25
hi, im also interested in the paper. if it is still avaiable, could you email to

momenaska at

thank you very much


Total Posts: 1
Joined: Jun 2016
Posted: 2016-06-24 11:23
Would love a copy if you'd be so inclined.

cutletcapital at gmail dot com


Total Posts: 3
Joined: Jun 2016
Posted: 2016-10-23 23:07
Perhaps I do have "The Paper" you are looking for... Perhaps it is not as usable as you want... Please email me for a copy; and don't forget to return to my private email (or to the forum) your opinions...



uysheep at gamail.etc (an usual gmail address)

Or see my public email addres at the forum under my account settings...


Total Posts: 1
Joined: Oct 2016
Posted: 2016-10-26 18:29
in bloomberg news the other day, i read that some fellas together with the author of "the paper" launched an options vol fund this month, 120 mln to kick it off, they say


Total Posts: 20
Joined: Jul 2007
Posted: 2016-10-27 17:31
what's the mysterious paper? someone sent me the old Carr & Madan paper on variance related contracts claiming it is the one. well, it's a good paper, but has little to do with volatility predicting or trading. can someone uncover the mystery?


Total Posts: 341
Joined: Dec 2008
Posted: 2016-10-28 13:11

Not to deflate the fun (and really nothing appears to, yet...the appeal of the spanish prisoner)...careful reading of thread shows that initial generosity may be due to alexandergir, who shared some views developed on the job, reflected on the risk and prudently withdrew...


Total Posts: 1
Joined: Dec 2016
Posted: 2016-12-20 00:55
May I please have a copy of the paper. My email is egorovshura [at] yandex [dot] ru


Total Posts: 2
Joined: Mar 2015
Posted: 2017-03-02 16:29
May I ask for a copy of that paper?


Total Posts: 21
Joined: Dec 2007
Posted: 2017-03-05 14:18
Very noteworthy new work by Lorenzo
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