Jeff Liang
@JeffLia12309881
参加 June 2020
0 フォロー中 0 ファン
If you are looking to trade BTC option skew and convexity, this is an unmissable tool.
Web 2.1.8: Pro Risk Analysis is live.
Near-zero net Vega doesn’t necessarily mean limited volatility surface risk.
See what aggregated Greeks may miss with:
• SABR-based Skew Greek
• P&L attribution across Skew, Smile, Vega, Vanna, Volga & Theta
• Risk breakdown by expiry
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もっと見る
