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1. momentum-spxl momentum-spxl Public

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2. option-pricer option-pricer Public

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3. structured-products-pricer structured-products-pricer Public

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4. relative-value-strategies relative-value-strategies Public

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5. position-sizing position-sizing Public

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6. vol-risk-premium vol-risk-premium Public

   Selling the gap between the VIX and realised volatility every month since 1990, with costs, tail risk and a look-ahead test

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