The Quant / Financial Engineering Podcast

It was my privilege to speak to Frank R. Gunter, a man of experience, wit and perspective on the Middle East based on his experience as a Marine, economist and having spent time in Iraq.

What about Employment? by Patrick J Zoro

Implied volatility (IV). IV is often treated as the market’s best estimate of future uncertainty and risk. But just how accurate is it in predicting actual future price variation? Brett Friedman, Winhall Risk Analytics/OptionMetrics contributor, looks SPX and historical VIX data to calculate forward-looking volatility risk premium (VRP) for insights,

https://optionmetrics.com/blog/how-accurate-is-implied-volatility/

talk with Mr. Murphy John, the Chief Growth Officer at StorX Network.

Stan Leong is the author of Engineering Your Finances: The Tech
Professional’s Guide to Strategic Wealth Building and a Private Wealth
Advisor who helps engineers and executives design the financial
future they want. With his background as a former engineer, Stan
brings technical precision and relatable insight to financial planning,
connecting with clients in ways other advisors often can’t.

Nikhil is a strategist focused on structured options-based income design, with published research on Black-Scholes assumptions and options investor behavior, and an upcoming paper introducing a revised pricing framework that addresses structural limitations in classical models.

Nikhil’s work sits at the intersection of:
Model-based pricing vs. real-world volatility regimes
Behavioral distortions in options markets
Positive expectancy position structuring
Engineering equity-like return profiles with volatility compression
Yield enhancement without leverage dependence
https://www.linkedin.com/in/jaisinghani-nikhil/overlay/contact-info/