Josh
@joshhchun
cbus, nd, nyc, @theo_network
ID: 3389706527
23-07-2015 18:33:47
991 Tweet
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Matthew (∇, ∇) peepeepoopoo The mean reversion of volatility is very literally priced in the market, you do not know something that everyone else does not It's not taking advantage of anything. No empirical relationship whatsoever between where S&P implied vol is and the profitability of selling it