Volatility Library

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  This library is designed as a convenient place to find articles related to volatility trading. Feel free to add comments or follow new posts via RSS.

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  • Trading realized variance using listed vanillas
  • The fine structure of volatility feedback II: overnight and intra-day effects
  • Alternative Risk Measures and Stock Selection
  • Stock return variances: The arrival of information and the reaction of traders
  • Dispersion – A Guide for the Clueless

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