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riskparity


Total Posts: 17
Joined: Mar 2021
 
Posted: 2022-09-14 16:08
Hey everyone,

You may remember me from my earlier quantitative strategies. Well, I have begun trading what I think might actually be a legitimate arbitrage. In sum, I am using the Implied Correlation index to put on a relatively cheap vol dispersion trade and it has been working.

I posted the verified trade history and the full theoretical backing here:

https://quantgalore.substack.com/p/arbitraging-the-implied-correlation

Shivaniroy


Total Posts: 4
Joined: Sep 2022
 
Posted: 2022-09-29 05:43
This is forum very useful and helpful I am really appreciate your this hard work
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