vol-trading

Volatility risk premium is measured by analyzing the spread between realized and implied volatility. This Skill quantifies VRP opportunities across equity indices and options markets, providing a reproducible framework with defined position sizing and risk limits.

Dispersion trades require structured risk controls and tail hedges to manage downside. This Skill provides strategy templates for variance swaps and dispersion trades, integrating tail-protection measures with backtesting-ready workflows for multi-asset volatility scenarios.

VIX futures and options can be used for systematic volatility hedging with defined risk controls. This Skill specifies roll costs, position sizing, and risk limits for VIX instruments, applying the methodology to index-level and cross-asset scenarios.

A backtest-ready volatility trading plan for SPX includes VRP measurement, position sizing, and tail hedges. This Skill provides a reproducible framework with defined risk limits and roll costs, applicable to 60-day trading windows and cross-asset strategies.

Variance swaps offer direct exposure to realized volatility, while VIX options provide leveraged exposure to implied volatility moves. This Skill analyzes both instruments with structured risk controls, tail hedges, and backtesting parameters for multi-asset strategies.

This framework applies to cross-asset volatility scenarios beyond SPX, including index-level analysis. It identifies VRP opportunities across equity indices and options markets with defined risk controls, tail hedges, and backtest-ready parameters for multi-asset strategies.