My Email is: [email protected]

I offer consulting services. My areas of expertise include:

  • Volatility as an asset class
    • Volatility as an asset class
    • Simulations using VIX futures, volatility ETP, or options
    • Specifics of the CBOE’s VIX calculation methodology
  • General options knowledge, including VIX and SPX index options
  • Analyzing/backtesting financial products
  • Monte-Carlo simulations

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