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LibertyRoad Negative Gamma ETH Posts Its August 2023 Performance
August 2023 - Crypto
posted by Negative Gamma ETH
1yr ago
The Liberty Road Negative Gamma strategy utilises world class quantitative methods to map a live volatility surface from individual exchanges, and produces both individual exchange and combined volatility surfaces. A proprietary Artificial Intelligence programme then analyses the volatility surface and maximizes the risk premium obtained by selling puts and calls at the peaks and troughs on the volatility surface. Strikes and maturity are laddered to minimize concentration. The AI