CommodityVol.com was founded by Greg Sterijevski. Greg is fascinated by options and the rare breed of individuals who trade and make markets in them. Unlike a bond or stock portfolio, an option position has a life. It requires constant attention and your position is "flat" for only a brief instant after it has been hedged. The fascination with options and volatility can be frustrating when a Bloomberg or Reuters screen isn't around. The realization that there might be more than a few people in a similar position, drove our founder to begin exposing elements of his private system. This was the genesis of CommodityVol.com!
Greg began his career with the SAS Institute as an Econometrician focused on panel, limited dependent variables, and entropy estimators. He held several roles in market making index and futures options, as well as serving in risk, allocation, and front office analytics for a major hedge fund. He holds a PhD in Economics from the University of Illinois at Chicago, and has multiple publications in academic and professional journals.