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Mar
2
comment Convert a call spread to a butterfly to mitigate risk
Many of your questions are really about different plays on the option greeks - I think you should really read the references I gave you first and most of your questions will be answered!
Feb
27
comment Technical Indicators reference
A very warm welcome to Quant.SE and thank you for your question :-)
Feb
27
answered Technical Indicators reference
Feb
27
revised Demonstration of Ito's correction term/lemma in binomial tree
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Feb
27
comment Demonstration of Ito's correction term/lemma in binomial tree
@Mark Joshi: Would you like to take a stab at it? I would love to see your answer here!
Feb
26
answered Does higher vega imply higher IV and vice versa
Feb
26
revised If an option went down in value, how much is due to theta decay and how much due to fall in IV
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Feb
26
answered If an option went down in value, how much is due to theta decay and how much due to fall in IV
Feb
26
comment correlation for portfolio of stocks
...edited my answer according to your additional request of how to do it in python - hope this helps :-)
Feb
26
revised correlation for portfolio of stocks
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Feb
26
revised correlation for portfolio of stocks
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Feb
26
comment correlation for portfolio of stocks
A very warm welcome to Quant.SE and thank you for your question :-)
Feb
26
answered correlation for portfolio of stocks
Feb
26
revised What is the strike of a short put that mimics a covered call
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Feb
26
revised Pricing of a call option in one period binomial model
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Feb
26
comment How to compute greeks using the adjoint Monte Carlo approach?
Could you perhaps give some outline of the method to answer the question. Although it is appreciated when references are given it is generally not enough for a good answer - Thank you.
Feb
26
revised Please recommend a book regarding Monte Carlo simulation in OAS
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Feb
26
revised How to approximate the time to mean reversion for implied volatility
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Feb
26
revised How to approximate the time to mean reversion for implied volatility
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Feb
26
revised How to approximate the time to mean reversion for implied volatility
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