Envios by Razvan Arion

Exploratory Trading in the E-mini S&P 500 futures market (HFT)

Artemis Q1 2011 - Is Volatility Broken? Normalcy Bias and Abnormal Variance

Artemis - The Great Vega Short – Volatility, Tail Risk, And Sleeping Elephants

Variance Swaps - JP Morgan

More Than You Ever Wanted to Know About Volatility Swaps - Goldman Sachs

Valuation of Vix Derivatives - SSRN-id1524193