My name is Vance Harwood. You can reach me at: [email protected]

Harwood_006crop2I’m interested in consulting engagements. My areas of expertise include:

  • Volatility as an asset class
    • Detailed knowledge of most volatility Exchange Traded Products (ETPs)
    • Simulations using VIX futures and / or volatility ETP
    • Specifics of the CBOE’s VIX calculation methodology
  • General options knowledge, including VIX and SPX index options
  • Analyzing/backtesting financial products
  • Monte-Carlo simulations