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visits member for 2 years, 5 months
seen Sep 27 at 4:58

Apr
3
answered Why systematic divergence between ^VIX and VXX?
Aug
19
answered Seagull option strategy - clear example
Oct
17
answered Construction of “vol of vol”
Oct
9
answered Trading a synthetic replication of the VIX index
Sep
20
answered How does UBS hedge its exposure to XVIX ETN?