Research

Volatility hedge funds – The history, evolution and imminent revolution

Article written by George Castrounis discussing the evolution of Volatility Funds.

 

Trading Vol: The confessions of all derivative maestros

Article written by George Castrounis describing how volatility is traded.

 

Univariate and Multivariate Volatility Forecasting

Volatity forecasting research by Maple Leaf


Bayesian Inference For Stochastic Volatility Models Driven By Levy Processes

Maple Leaf volatility research presentation slides in conjunction with Imperial College