Phone / In-Person Consulting




I am available for 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
    • Pros and cons of various volatility metrics (e.g., VIX futures contango, VIX style indicators like VIX3M, VVIX, SKEW)
  • General options knowledge, including VIX and SPX index options
  • Analyzing/backtesting financial products
  • Monte-Carlo simulations

Be aware that I am not a registered investment advisor and cannot make specific buy/sell recommendations.  If you desire, I am willing to sign a non-disclosure agreement.

My rate for phone consulting is $200/hour with a 30-minute minimum.

My rate for in-person consulting is $200/hour plus travel expenses.

My rate for doing analysis/research/project type work is negotiated on a case by case basis.  I will often do fixed price arrangements based on a set of mutually agreeable requirements.

It’s fine if you want to have an email exchange with me at [email protected] before you purchase this product to establish whether I’m a good candidate to address the questions you have in mind.  Otherwise, if you purchase the product and we determine that it’s not a good match I’ll give you a full refund.

If you purchase the product I’ll respond to the email associated with your order providing my availability for the next few days.  I live in Colorado and I’m not a morning person so calls before 10:30 AM Eastern Time are unlikely.  If you have not heard from me within a few days of your order, it’s possible that I have somehow missed your order.  In that case please send me an email at [email protected]


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