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bio website rocko.co.nr
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seen Dec 20 '12 at 9:00

ex-quant turned trader.


Dec
6
comment Pair Trading Index Options
Do you know which uncertainties you're trying to exploit? Short term break down of correlations, net difference in vega, getting "free gamma", etc. Until you know what you're working to achieve, it's pretty difficult to give you specific, helpful information.
Dec
5
answered Skew arbitrage: How can you realize the skewness of the underlying?