REPLAY: Round Table with Paul Demers

Paul Demers presented Weighted Vega and results from his extensive back testing and testing with live trades. Paul's current live trade is averaging over 5%/month. Paul spent extensive time reading and understanding Taleb's book Dynamic Hedging: Managing Vanilla and Exotic Options and building a spreadsheet to accurately factor in the effects of differing days to expiration for time spreads.

Enjoy the replay!