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Jeff Liang
@JeffLia12309881
Joined June 2020
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为学员们提供了Sepp 2014 Skew-Beta讲座翻译与解读Part 2。后续找时间直播讲解。 解析了RR盈亏的构成:Implied Skew, Realized Skew, Implied Vol, Realized Vol。 提供了统计健壮的回测方法论,已在GreeksLive回测系统实现。
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