The response I’ve gotten back from my research on market volatility has so far been really positive and it’s now in the top 1% of papers downloaded at SSRN, which means a lot to me that so many have had a interest in reading my paper. I’ve also had the opportunity to discuss the Dow Award and my research in a couple interviews, which I’ve linked below.
(On a side note, I promise to get back to writing more on the blog – it’s been more a lack of time than a lack of insights I’ve wanted to share with you guys, so hopefully can start producing more content very soon.)
At the MTA Symposium I spent a view minutes talking with JC Parets of All Star Charts for Investopedia.
I also did an interview with Brian Sullivan for CNBC, discussing my work and some of the resent signals of narrowing dispersion in the volatility index.
Meet the Winner of the 2017 Charles H. Dow Award (Investopedia)
A new method for predicting volatility ‘tsunamis’ (CNBC)
Disclaimer: Do not construe anything written in this post or this blog in its entirety as a recommendation, research, or an offer to buy or sell any securities. Everything in this post is meant for educational and entertainment purposes only. I or my affiliates may hold positions in securities mentioned in the blog. Please see my Disclosure page for full disclaimer. Connect with Andrew on Google+, Twitter, and StockTwits.
