forecasts
Should I run my trading system at a fixed expected volatility target?
This is a blog post which has been coming for a while. It relates to a lot of themes I've discussed befo…
This is a blog post which has been coming for a while. It relates to a lot of themes I've discussed befo…
This is a blog post about forecasting vol . This is important, since as sensible traders we make forecasts ab…
"How does your risk management work?" ... is a question I'm frequently asked. In fact this is a…