Volatility Library

Article by: Markus Kampe
Published by: MarketsMedia Online
Date: 18 Dec 2009

“Orc Software examines the opportunities seen by trading firms globally to participate in the FX options segment at CME; and looks at market requirements and key differentiators. Marketing Director Christine Blinke gets the latest market developments from Craig LeVeille, Director FX Products at CME Group, and explores the requirements from participating trading firms with insight provided by Markus Kämpe, Senior Product Manager at Orc Software.”

Full article: Link

Article by: Paul H. Lasky
Published by: Futures (Cedar Falls, Iowa)
Date: 1 Jul 2001

“Conditional variance is the concept that price changes go through cycles of small variations followed by large changes. Using sophisticated statistical models, we can predict conditional variance accurately for a variety of markets. Combined with a trader’s knowledge of those particular markets, a reliable trading model can result.

“Let’s face it: Few — very few — trading concepts are reliably and consistently profitable. The good ideas are discovered and traded to their inevitable unprofitability by their developers before the mass of traders discovers them. But this is unlikely to happen with volatility trading. The ever-changing and adaptive nature of modern stochastic volatility models should ensure some measure of long-lived usefulness.”

Full article: Link