---
title: The Volatility Smile Quantified, and Other Stories
url: https://www.ml-quant.com/papers/ssrn/4519663/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 4519663
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4519663
featured: 2023-07-26
citations: 0
topic: Derivatives & Volatility
---


# The Volatility Smile Quantified, and Other Stories

The article examines the impact of maximal trading speed at the start and end of equity markets on backtesting quantitative strategies.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4519663
- Identifier: SSRN 4519663
- Released: 2023-07-24
- First featured: Quant Letter No. 9 (2023-07-26): https://www.ml-quant.com/issues/2023-07-26/
- Citations (Semantic Scholar): 0
- Published in: not yet
- Topic: Derivatives & Volatility

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