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William Nelson

University of Bristol

University of Bristol,

Senate House, Tyndall Avenue

Bristol, Avon BS8 ITH

United Kingdom

SCHOLARLY PAPERS

13

DOWNLOADS

1,849

TOTAL CITATIONS

0

Scholarly Papers (13)

1.

Probabilistic Thinking in Quant Trading: Essential Tools and Models

Number of pages: 9 Posted: 24 Jul 2025
William Nelson
University of Bristol
Downloads 398 (188,537)

Abstract:

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Probability, Systematic Trading, Modelling, Risk, Markets

2.

Stochastic Methods in Quant Trading: Using Randomness to Model systems

Number of pages: 10 Posted: 24 Jul 2025
William Nelson
University of Bristol
Downloads 267 (294,135)

Abstract:

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Derivatives, Educational, Trading, Stochastic Methods, Markets, Systematic Trading

3.

From OLS to Neural Nets: Comparing Regression Models in Systematic Trading

Number of pages: 16 Posted: 08 Jul 2025
William Nelson
University of Bristol
Downloads 175 (435,504)

Abstract:

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Machine Learning, Statistical Regression, Trading, Systematic Trading

4.

Option Rolling and Roll Windows for Strategy-Specific Exposures

Number of pages: 7 Posted: 13 Jun 2025
William Nelson
University of Bristol
Downloads 146 (508,926)

Abstract:

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Derivatives, Options, Stocks, Option Greeks, Option Rolling, Exposure Mitigation, Markets, Trading

5.

WTI vs. Brent: A Market Spread Deep Dive

No it has not.
Number of pages: 12 Posted: 19 May 2025
William Nelson
University of Bristol
Downloads 143 (524,371)

Abstract:

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Energy, Markets, Trading, Crude, Brent, WTI, Futures, SpreadTrading, Forecast, Macroeconomics, Macro, Oil

6.

The Vol Surface Blueprint

Number of pages: 8 Posted: 13 Jun 2025
William Nelson
University of Bristol
Downloads 129 (565,439)

Abstract:

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Derivatives, Trading, Markets, Volatility, Vol Surface, Skew, Term Structure, Vol Arbitrage

7.

Structuring Volatility: The Greeks in Execution

Number of pages: 9 Posted: 02 Jun 2025
William Nelson
University of Bristol
Downloads 109 (654,668)

Abstract:

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Options, Derivatives, OptionGreeks, trading, markets, financialmarkets

8.

Strips, Straps, Box Spreads and more

Number of pages: 16 Posted: 23 Jun 2025
William Nelson
University of Bristol
Downloads 100 (689,572)

Abstract:

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derivatives, options, trading, markets, education

9.

How to trade Surface Shape on an FX Options book

Number of pages: 14 Posted: 02 Jan 2026
William Nelson
University of Bristol
Downloads 95 (742,061)

Abstract:

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options, trading, financial derivatives, volatility trading

10.

Impact of Geopolitical Events on S&P 500 Vol Risk Premium and the GSCI as an Equity VRP Forecast

Number of pages: 19 Posted: 28 May 2025
William Nelson
University of Bristol
Downloads 87 (765,566)

Abstract:

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energy, markets, financialmarkets, equities, commodities, forecast, forecasting, volatility, regression, statistics

11.

Brent Forecast for 2H 2025

Number of pages: 11 Posted: 12 Jun 2025
William Nelson
University of Bristol
Downloads 77 (823,616)

Abstract:

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Macro, Energy, Energymarkets, oil, Crude, Vol, Forecasting, OPEC, Futures, Options

12.

FX Options Greeks: Practical use assuming a vanilla surface

Number of pages: 20 Posted: 06 Jan 2026
William Nelson
University of Bristol
Downloads 73 (860,052)

Abstract:

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option theory, trading, option pricing model derivatives, options, Foreign Exchange, FX, FX Options

13.
Downloads 50 (1,063,489)

Abstract:

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Energy, Markets, Macro, Supply, Crude, Oil, Brent, MarketStructure, Shipping, Tankers, Refineries, SupplyChain