4min chapter

Flirting with Models cover image

Tina Lindstrom - Commodity Volatility (S4E4)

Flirting with Models

CHAPTER

How Do You Scale a Position?

Today is the one-year anniversary of the low print in crude oil history. negative prices are going to break a very traditional volatility model. So everybody flipped over to a CSO model to price this event. And because of that, markets became very, very, very wide and there was good opportunity there.

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