Fast, accurate and arbitrage-free volatility surface fitting remains a core challenge for options desks. Fabrice Deschâtres ...
Five years after the start of the COVID-19 pandemic, the world in many ways feels even more tumultuous and unpredictable. And unlike five years ago, when the source of the disruption was a single, ...
Our core VPA lens is always from the merchant (MMs) perspective, and the daily gold chart shows how insiders (wholesalers) operate, creating ripples of volatility that trap retail traders. Let’s ...
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