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Re: Questions on Intra-day volatility arbitrage strategy (VolArb)?

Home 21090308 Forums Re: Questions on Intra-day volatility arbitrage strategy (VolArb)?

#2186
Ryu
Member

Yes, it is about buying/selling the underlying asset(s) at low/high to replicate V_H and V_D.
We do not disclose how to do this in public. The model is only sold as an optional add-on to AlgoQuant.