Friday, February 29, 2008

Volatility Trading


There are strategies, which use volatility like straddles. I am wondering if there are any published items where on strategies which try to capture volatility over a period by readjusting the positions.

Best regards, Suminda Sirinath Salpitikorala Dharmasena

P.S. I am not looking a delta neutral stratergy or a market neutral stratergy.


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