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1. Arctic trader 22 december 2023 15:51

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   •    Arctic trader

     Lid sinds: 11 dec 2023

     Laatste bezoek: 26 jul 2024

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   •    Aantal posts: 127

   Dispersion trading is sensitive to volatility of volatility, also known as “volga,” due to its reliance on the correlation being linked to volatility. thetatitans.com/home/dispersion-trading/ The profitability of a dispersion trade, represented mathematically as P&L of dispersion, can calculated by the sum of the weighted realized volatilities of individual stocks minus the implied correlation of the index which the trader sold, thetatitans.com/home/dispersion-trading/ which can be calculated