Author: Nick Pritzakis

A quick look at the volatility lanscape surrounding silver futures and...

A quick & dirty look at the volatility landscape in...

In this report we provide a quantitative approach to trading gold and silver using realized volatility...

The purpose of this report is to help ZB option traders with their strategy selection and get them up to speed with the present volatility conditions in ZB futures and...

The purpose of this report is to help ES option traders with their strategy selection and get them up to speed with the present volatility conditions in ES futures and...

The purpose of this report is to help Euro FX option traders with their strategy selection and get them up to speed with the present volatility conditions in Euro FX futures and...

The purpose of this report is to help gold option traders with their strategy selection and get them up to speed with the present volatility conditions in gold futures and...

In this report we analyze the crude oil futures and options market by examining historical volatility, the markets implied volatility and the leverage associated with the February 2012...