Louis Pellathy is a commodity broker with a background in mathematics and data analytics. He has developed trading and price curve models for several leading Inter Dealer Brokers. He currently trades his own personal account which focuses on S&P 500 0-DTE options.
Gamma Capture Intraday Volatility
https://gammacapture.com/
Avaliable on Platforms
NinjaTrader: https://ninjatrader.com
TradingView: https://www.tradingview.com
Bloomberg Terminal: https://www.bloomberg.com
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Louis Pellathy is a commodity broker with a background in mathematics and data analytics. He has developed trading and price curve models for several leading Inter Dealer Brokers. He currently trades his own personal account which focuses on S&P 500 0-DTE options.
Gamma Capture Intraday Volatility
https://gammacapture.com/
Avaliable on Platforms
NinjaTrader: https://ninjatrader.com
TradingView: https://www.tradingview.com
Bloomberg Terminal: https://www.bloomberg.com
The podcast welcomes Rob Navin, Founder of Real Time Risk Systems to discuss his new method of estimated a realized volatility based on P&L from a constant gamma position. This is a deep dive quant discussion on Option strategies. Estifanos Shekour, MFE also join the podcast and share his experience on designing option strategies.
Link to Discussion Article
https://optionstree.substack.com/p/gamma-capture-realized-volatility-9b5
https://www.linkedin.com/in/robnavin/
https://www.linkedin.com/in/estifanos-shekour/
https://www.linkedin.com/in/patrick-z-08bb5b5a/
Lehigh MFE Linkedin Page
https://www.linkedin.com/company/lehigh-master-in-financial-engineering
The Quant / Financial Engineering Podcast
Louis Pellathy is a commodity broker with a background in mathematics and data analytics. He has developed trading and price curve models for several leading Inter Dealer Brokers. He currently trades his own personal account which focuses on S&P 500 0-DTE options.
Gamma Capture Intraday Volatility
https://gammacapture.com/
Avaliable on Platforms
NinjaTrader: https://ninjatrader.com
TradingView: https://www.tradingview.com
Bloomberg Terminal: https://www.bloomberg.com
