Untitled Document
Derivatives arbitrage
- Active derivatives markets arbitrage
- Volatility and gamma arbitrage
- Correlation trading
- Automatic dynamic hedging strategies
Technical trading
- Trend following
- Fibonacci analysis
- Relative strength
Simulations
- Strong simulation tools include realised Gamma
- simulation—average 1% return pro-month
- Optimal Portfolio construction
- Dispersion Trading in live simulation—time dependent obtain long covariance exposure
Untitled Document
Mathematics-Investments-Trading
