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Skew-ed Up

Pj de Marigny, DITMo Strategies Director, GARP S. California Chapter “Skew-ed Up” (Ref: “Know Your Skew”) Comments on “Know Your Skew” (Quest Partners, 07June2011, Research Paper) Relating Skew to Range and other metrics http://www.hedgeworld.com/blog/?p=2797 “Skew-ed Up” 28Sep2011, Newport Beach, CA. I liked the thought-provoking article on Skew/Range (“Know Your Skew,” Quest Partners, 07June2011, Research Paper, http://www.hedgeworld.com/blog/?p=2797 ) – and offer […]