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Dispersion trading: many applications

Dispersion trading: many applications

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Why We Do Need to Actively Manage an Equity Portfolio During Earning Releases Period

Why We Do Need to Actively Manage an Equity Portfolio During Earning Releases Period

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PEAD Ppt Confidentiel-summary

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A Cornelian Dilemma

A Cornelian Dilemma

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Sta202bisTailCorrelation - application to Chinese ADR stocks

Sta202bisTailCorrelation - application to Chinese ADR stocks

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SPX Skew Steepness - Follow up

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How to Properly Price Earnings Implied Moves?

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Earningsoption Scenario Nflx Us 09102015

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PEAD Momentum 22012016

PEAD Momentum 22012016

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Smart Earnings & Equity Risk Premia

Smart Earnings & Equity Risk Premia

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PEAD Momentum 26022016

PEAD Momentum 26022016

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Earningsoption Scenario Wba Us 01072016

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RiskPremia_SmartEarnings_24062016

RiskPremia_SmartEarnings_24062016

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RiskPremia_SmartEarnings_20052016

RiskPremia_SmartEarnings_20052016

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Netflix_Earnings_18042016

Netflix_Earnings_18042016

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PEAD Momentum 29012016

PEAD Momentum 29012016

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