When #BTC is rallying, you can be sure your very short-term upside smile will look like this and traders won't go for puts! Go Cryptos! @ResearchSmile https://t.co/I0KwIzWrAG
(1/3) At @ResearchSmile, we are implementing the "SVI Model Free Wings" (Tahar Ferhati, Mar 2020) in order to parametrize the #BTC#Volatility surface without both 1/ Calendar Spread arbitrage 2/ Butterfly arbitrage.