meta user
network profile
| bio | website | |
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| location | ||
| age | ||
| visits | member for | 2 years, 4 months |
| seen | May 26 at 13:49 | |
| stats | profile views | 222 |
finance PhD student
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Feb 3 |
answered | Who has introduced the term 'vega' and why? |
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Feb 3 |
answered | Why does the VIX index have *any* correlation to the market? |
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Feb 2 |
revised |
Approximately what proportion of a stock’s volatility is explained by market movement? added 32 characters in body |
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Feb 2 |
awarded | Editor |
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Feb 2 |
revised |
Approximately what proportion of a stock’s volatility is explained by market movement? Answered the wrong question the first time |
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Feb 2 |
comment |
What is the “delta” option quoting convention about? I can't find any options data, only spot and futures, even after signing up for the one year of free historical data. But the LME zinc contracts sell with strikes at intervals of 25, 50, and 100 in the strike ranges of <10000, 10000-20000, and >20000. They should be telling you the strike. Maybe write tech support? |
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Feb 2 |
answered | How does the “risk-neutral pricing framework” work? |
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Feb 1 |
comment |
Approximately what proportion of a stock’s volatility is explained by market movement? @shabbychef -- I did. My bad. That's what I get for late night answering. I don't know of any numbers off the top of my head, but let me look at some papers... |
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Feb 1 |
comment |
What is the “delta” option quoting convention about? Your data provider should give you strike, also. At least if you're paying them money. What kind of option is this? I am not familiar with zinc march 2013. |
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Feb 1 |
answered | Is there any theoretical basis for pattern-recognition strategies? |
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Feb 1 |
comment |
What is the “delta” option quoting convention about? I always get it from my data provider, who calculates the Greeks from a volatility surface. You shouldn't have to (or want to) find delta yourself. |
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Feb 1 |
answered | Approximately what proportion of a stock’s volatility is explained by market movement? |
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Feb 1 |
answered | What type of analysis is appropriate for assessing the performance time-series forecasts? |
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Jan 31 |
awarded | Teacher |
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Jan 31 |
awarded | Precognitive |
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Jan 31 |
comment |
What is the difference between the methods for calculating VaR? Is "expected shortfall" ever used in practice? |
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Jan 31 |
answered | What is the “delta” option quoting convention about? |
