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Alpha Exchange — GeoVolitics, Implied Correlation and Option Pricing
Scout ratingSCOUT· 64%15m·2025-03-03·Money

GeoVolitics, Implied Correlation and Option Pricing

Alpha Exchange · 203

My process is about seeking out some alpha through analyzing a broad spectrum of prices, specifically the one’s that imply some probability. I will repeat that it is the options market, not the stock market that is the best economist in the world. Option contracts carry the dimensions of time – the expiration – and…

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