Commodity Trading AdvisorAsset Management
Volatility Arbitrage CTA Implied vs. Realized Volatility Process
📈

Volatility Arbitrage CTA Implied vs. Realized Volatility Process

Optimized process for volatility arbitrage using CTA to analyze market data, develop strategies, execute trades, and ensure risk and compliance.
1
Collect Historical Market Data
2
Calculate Implied Volatility
3
Calculate Realized Volatility
4
Analyze Volatility Discrepancy
5
Develop Trading Strategies
6
Backtest Trading Strategies
7
Execute Trades Based on Analysis
8
Monitor Trade Performance
9
Generate Performance Reports
10
Approval: Risk Management
11
Optimize Trading Algorithm
12
Update Trading Strategies As Needed
13
Approval: Compliance Review