Unlocking Volatility Secrets Using Data Science

Published: May 24, 2019, midnight

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Unlocking Volatility Secrets Using Data Science

Our guests today are:

  • Jay Schuren, GM Time Series Data Scientist at Data Robot
  • Jimmy Heinz, Equity Volatility Trader at the Gelber Group.

Mark, Jay and Jimmy discuss:

  • Why does a volatility trading group need a data scientist?
  • How does data science improve volatility trading?
  • Which product classes yield the greatest benefit from data science analysis?
  • How do outlier volatility events like February 2018 impact the analysis?
  • Is data science the future of volatility trading?
  • And much more...

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