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TSWP


Total Posts: 414
Joined: May 2012
 
Posted: 2019-02-01 15:59
Gentlemen,
I am looking for an article from Euan Sinclair, "The Variance Premium", does anyone know where I can get a copy of it?

searches on Google or the NP forum did not fetch any material...

Thanks.

spike_rubinstein


Total Posts: 1
Joined: Feb 2019
 
Posted: 2019-02-13 13:42
The PDF at the link: http://1.droppdf.com/files/gxQpD/volatility-trading-2013.pdf

seems to have it as a chapter in the book - chapter 4, page 62, "The Variance Premium, Euan Sinclair.

Hope that helps.

TSWP


Total Posts: 414
Joined: May 2012
 
Posted: 2019-02-14 16:16
I have read Euan's book years ago, but I did not remember that article was in there, my bad!
I am going to check it out. Thanks for the pointer.

EDIT: actually I think in my version that chapter did not exist, that's why I did not remember it. I had an earlier version of the book, I guess..

filthy


Total Posts: 1264
Joined: Jun 2004
 
Posted: 2019-03-23 19:05
I wrote that? I'll look

"Game's the same, just got more fierce"

filthy


Total Posts: 1264
Joined: Jun 2004
 
Posted: 2019-03-23 19:05
I wrote that? I'll look

"Game's the same, just got more fierce"

filthy


Total Posts: 1264
Joined: Jun 2004
 
Posted: 2019-03-24 00:16
Ok. There was a 3 page article in "Active Trader". It was fairly basic, essentially saying there is a variance premium.

The chapter in the book (which someone has kindly provided a link to a pirated copy) is more detailed.

If you still want the AT article I'll email it.

"Game's the same, just got more fierce"

TSWP


Total Posts: 414
Joined: May 2012
 
Posted: 2019-03-24 21:01
I would really appreciate if if you could send me a copy of the AT article, as long as it does not take too much of your time (like if it requires scanning from physical copy, etc. forget it).
Thank you!
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