Risk event
Max pain and pinned strikes
- OPEX magnet
- Roll trades
Mean reversion (VWAP)
VIX term structure
Crude oil calendars
Fixed income butterflies
Commodities seasonality
Under development
Risk event
Max pain and pinned strikes
Mean reversion (VWAP)
VIX term structure
Crude oil calendars
Fixed income butterflies
Commodities seasonality
Under development