HyperVolatility is Vito Turitto’s quantitative research blog.

Vito Turitto is a commodity quantitative strategist specializing in commodity volatility, options analytics and price forecasting.

Vito joined S&P Global Commodity Insight as a Lead Quantitative Analyst back in 2015. Prior to joining S&P Global, he started his career in the city of London trading volatility on commodity options markets (mainly crude oil and gold). Vito went on to build HyperVolatility Ltd, a boutique quantitative research business providing companies and investors with solid, quant research-driven intelligence on commodities derivatives but also equities, bonds and currencies.

Vito Turitto produced several quantitative researches on commodity volatility and commodity portfolio management and some of these have been published on the prestigious Global Commodities Applied Research Digest by the J.P. Morgan Center for Commodities (JPMCC).

Furthermore, he is invited as a guest to business and finance TV channels such as ClassCNBC and LeFonti.TV and has also been interviewed by the Wall Street Journal (Oil Market’s Wild Swings Subdued by Options Trading).

Vito Turitto holds a BA in International Economics Relations from the University of Rome “La Sapienza” and received his Master of Science in International Finance and Investment at the London South Bank University after completing a dissertation on forecasting volatility in the WTI crude oil futures market via stochastic volatility models.

Financial Disclaimer

The information provided in all quantitative researches do not constitute financial advice or recommendation.

The content and materials featured or linked to are for your information and education only and are not attended to address your particular personal requirements.

The information does not constitute financial advice or recommendation and should not be considered as such.