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The Quant / Financial Engineering Podcast
Patrick J Zoro
63 episodes
2 days ago
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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Business
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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
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Business
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The Vix of August
The Quant / Financial Engineering Podcast
25 minutes 3 seconds
1 year ago
The Vix of August
Professor Zoro speaks with Garrettt DeSimone about Options. Various aspects of the Option environment are discussed including OptionMetrics, The Vix on August 5th, 2024, Blogs by Garrett Garret is Head of Quant Research at OptionMetrics www.linkedin.com/in/garrett-desim…e-ph-d-4ab7ba68/ www.reuters.com/business/media-te…oubts-2023-07-28/ OptionMetrics optionmetrics.com www.businesswire.com/news/home/2023…ic-Researchers www.barchart.com/story/news/19307…roeconomic-risks Patrick Zoro www.linkedin.com/in/patrick-z-08bb5b5a/ Lehigh Master in Financial Engineeringhttps://business.lehigh.edu/academics/gradu…ial-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