Arnav Chakravarty

Trader @Chicago Trading Company

Trade volatility arbitrage strategies in both the S&P 500 and VIX options pits - Built our option position tracker for the S&P 500 group, breaking down our option positions by strike and deltas across time - Built a tool to analyze future fill P&L and see if we can change our futures execution algorithms to improve fills- Ensured that all trades made by floor traders and the order desk clear through the Chicago Board Options Exchange (CBOE) and are booked properly by both our firm and the counterparty - Trained younger trading assistants as they came into the SPX pit