Policy-state gated regime dynamics in European emission allowance futures
A policy-state-gated regime model for interpreting low- and high-volatility conditions in European emission allowance futures.
Sep 13, 2026
Theory of European Option Underwriting Portfolios
A liability-side portfolio theory for jointly choosing European put and call attachment points and allocating finite underwriting capital.
Aug 28, 2026
Statistical Arbitrage
A seminar on statistical-arbitrage strategies that combine quantitative models and value investing, including pair trading, carry trade, practical futures implementation, and risk management.
Oct 11, 2025
กลยุทธ์การใช้ Options กับตลาด TFEX
A Trade Talk episode on using options strategies in TFEX markets and incorporating derivatives into systematic trading and risk-management decisions.
Jul 25, 2025