Trading VSTOXX – Market making, modeling, and risk management in volatility futures

Volatility investing with the VSTOXX® — the European equivalent of the VIX—continues to make strides in the market with an increased following no longer restricted to leveraged investors. To learn more about this opportunity, watch this webinar presented by Eurex Exchange and OptionsCity. We explore market making, modeling, and risk management in VSTOXX® Futures using the intuitive tools in OptionsCity’s Metro and Freeway platforms.

Topics include:

• Liquidity and leveraging index skews
• Deriving fair value for VSTOXX® Futures using a Freeway algorithm
• Calendar spread trading
• And more…

Hosted by:

Bob Kallay, Director of Product Management – OptionsCity
Andrew Lisy, Algo Product Manager – OptionsCity
Rex Jones, VP Product Development – Eurex Exchange