Gamma Capture

The Quant / Financial Engineering Podcast

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