I’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