lukestein’s Twitter Archive—№ 6,535

@ben_golub @AnthonyLeeZhang Thanks always for your kind words, Ben. For anyone trying to follow the thread, please note Anthony's correction of my erroneous tweet 4/4: VIX is (now) model-free so doesn't require log-normality—as in Black-Scholes—to forecast (risk-neutral) variance. @AnthonyLeeZhang/1238207429789302808?s=20