Reddit mentions of Trading Volatility: Trading Volatility, Correlation, Term Structure and Skew

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Reddit mentions: 1

We found 1 Reddit mentions of Trading Volatility: Trading Volatility, Correlation, Term Structure and Skew. Here are the top ones.

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u/MichaelLuciusJulian · 1 point r/options

not OP but I thought about writing a post with more info on each book / recommendations / best summaries.

Exploiting Earnings Volatility (Brian Johnson), portfolio manager / options trader. helped understand how to differentiate earnings vol vs regular vol + model them. I think his idea to use linear regression to impute the market's expectations across time is a good foundation but needs to take into account some extra things.
Volatility Trading (Euan Sinclair), prop trader
Trading Volatility /Correlation/Skew/Term Structure (Colin Bennett), Quant at Deutsche -- really interesting and if you've got portfolio margin you can use some of the strategies, like pairs trading / dispersion.
Options Volatility Trading (Adam Warner), previous options market maker. prob the first book I read about vol trading.