Saw a video on youtube about Volatility Arbitrage from Paul Wilmotts book.
Interesting concept.
Essentially you create a volatility model, compare it to Implied volatility of the option, and then buy/sell the option, using an automated system to remain delta neutral.
I understand some of the math, but really need to learn more on econometrics.
Debating taking Calculus and Probability theory this summer instead of German...we shall see..
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