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riskparity


Total Posts: 17
Joined: Mar 2021
 
Posted: 2022-08-07 17:15
Hey everyone, so I found out a more efficient way of approximating implied volatility and have been trading it for a bit now.

I am sure that I am the first to post about this strategy, so I am patting myself on the back a bit. I would re-post the text version here, but I would need to manually type in images like " that kind of thing.

So here's just a link to the write-up. All questions and thoughts are welcome!

I Needed Money, So I Invented BAW-IV Trading
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