For people in the industry, lets say you're joining a prop firm to trade single name or index vol, not market making to make off the bid-ask spread. You have no quants, no modelers, etc... Is it possible to trade without the use of volatility modeling? Are you trying blind?
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derivstrading @Revsly" ActuarialQuant Mostly Random Dude
Would appreciate your insight.
I understand I can just gamma scalp the speed of the underlying, which I'm pretty good at but I'm just talking about vol.
Bump.
How would you even know how many futures to gamma scalp with without using a model?
Well for liquid products, it's pretty common to use the implied vol to find delta hedge ratios
What? This is nonsense
Quantitative Vol Trading (Originally Posted: 12/19/2013)
Hi guys, can anyone tell me more about the Quantitative Vol. Trading team in GS? A brief introduction perhaps? Would really appreciate it.
Is it a highly specific field of trading? I mean I've obviously heard of agency trading, prop trading and the likes, but what exactly is Quantitative Vol.? Do they deal with FI products or equities or both?
Thanks!
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