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...