Viewing profile — thrwyaltdata

On a per equity basis there are reasonably consistent ways to predict near term volatility using sentiment analysis and revenue forecasting ("alternative" data). I would not attemp…

> Maybe he can identify consistently mispriced vol, though. This was the method I used, as described in another comment.

Yes. I traded equity options. The methodology can be summarized as sentiment analysis and "alternative" data gathering. My algorithm earned about 127% on an initial outlay of $30,0…