Select content from the quant and vol community

Select content from the quant and vol community

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Books
  • Option Volatility and Pricing by Sheldon Natenburg
  • Trading Volatility by Colin Bennett
  • Volatility Trading by Euan Sinclair
  • Positional Option Trading by Euan Sinclair
  • Option Trading by Euan Sinclair
  • The Laws of Trading by Agustin Lebron
  • The Second Leg Down by Hari P. Krishnan
  • Dynamic Hedging by Nassim Taleb
  • The Volatility Smile by Emanuel Derman
Tutorials and guides
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Free
Paid
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Volatility (or vol adjacent) Blogs/Websites
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YouTube Channels
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Podcasts
Twitter
Tools
Screeners/Data/Platforms
Risk and Portfolio Software
Calculators and Analytics
  • OptionStrat "Find and edit option strategies in real-time to gain a visual understanding of your trades"
  • NYU V-Lab Global volatility and correlation dashboard
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Fund Info/Databases
Evergreen Posts
Academic Papers and Sources
The Price of Correlation Risk: Evidence from Equity Options (Link)
  • Joost Driessen, Pascal J. Maenhout, Grigory Vilcov
Variance Swaps by JPM Research
Practical Topics
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