Quantitative strategies for this week
Volatility is expected to fall based on volatility model ‘GARCH’ in final week of expiry.
By ET CONTRIBUTORS | Updated:
MUMBAI: Shubham Agarwal, head of quantitative Research at MOSL, expects the volatility to fall based on forecast volatility model ‘GARCH’ along with accelerated Theta decay in final week of expiry. Here are a few strategies, which can be adopted for next 3-5 sessions, for potential trading gains.
(Disclaimer: The opinions expressed in this column are that of the writer. The facts and opinions expressed here do not reflect the views of www.economictimes.com.)
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