Insights
Optimizing Low-DTE Strategies Around Scheduled Macro Events
New research from Volos reveals that trading at specific intervals surrounding major macroeconomic events has yielded key historical insights.
In a new research paper from Volos Software, our team created and backtested several novel options strategies, all at various intervals, surrounding scheduled macroeconomic events.
Improving the Performance of Standard Dispersion Strategies | Volos x OptionMetrics
In a new collaborative research paper, Volos and OptionMetrics explore methods of improving performance and minimizing risk for dispersion strategies.
Volos Presents “A Taxonomy of Options Overlays” at EQD 2021
Dan Corcoran, CEO at Volos, told attendees on day one at Global EQD about how he expects the world of options to evolve and how Volos is helping investors use the strategies.
Volos Launches Nasdaq-100 Index Options Strategy Platform For Institutional Investors
Volos announced today it has launched NDX Connect, a first of its kind Nasdaq-100 index options strategy platform for institutional investors.