The podcast welcomes Rob Navin, Founder of Real Time Risk Systems to discuss his new method of estimated a realized volatility based on P&L from a constant gamma position. This is a deep dive quant discussion on Option strategies. Estifanos Shekour, MFE also join the podcast and share his experience on designing option strategies.

Link to Discussion Article

https://optionstree.substack.com/p/gamma-capture-realized-volatility-9b5

https://www.linkedin.com/in/robnavin/

https://www.linkedin.com/in/estifanos-shekour/

https://www.linkedin.com/in/patrick-z-08bb5b5a/

Lehigh MFE Linkedin Page

https://www.linkedin.com/company/lehigh-master-in-financial-engineering