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I recently have been trying to develop trading strategies based on disparities in my forecast of the volatility of stocks. I am assembling a way to write calls and do a statistical arbitrage using Monte Carlo. I already have built the model based on a random walk but I would like to know how people were engaging in trades for implied volatility. What is your strategy to trade on the volatility?
Any feedback is certainly helpful!
Thanks in advance.
Any feedback is certainly helpful!
Thanks in advance.