Volatility White Papers and Presentations

Below I’ve collected links to some of my favorite white papers and presentations on volatility. I’ve organized them in the following categories: Volatility Concepts & Volatility Trading Probability Distributions—Normal and Otherwise The VIX and VIX Futures Volatility Contagion—Will Short Volatility Destroy the World? Variance Swaps—the Technology That Underlies VIX & VIX Futures For an index of my 60+ posts on volatility see here.   Volatility …

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