Hi all, Just saw an offer for a "risk portfolio trader", is it the same type of job you are talking about ?

Isnt it the thing in volatility arbitrage ? Betting than "your" volatility will be closer to the market as the one quoted ?Juste wanted to know if the general approach (ie correct whatever the model ) was good or if an arbitragist in the industry used to work diferently.

Up.I juste need to know if the approcach is fine: if not, what are the steps to do when you want to do volatility arbitrage with a stochastic volatility models.

<t>Hi all, I was pretty sure that someone would have asked the question before but i found nothing on this forum I'm begining thinking on volatility arbitrage and just worked on volatility forecast in discrete time and wanted to go to the next level.That's why i am actually working with stochastic v...