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  • 11 votes cast
Apr
11
asked Calculate minimum IV increase to offset theta
Apr
2
asked Hedge volatility decreases
Mar
25
asked Charting order depth over time periods
Mar
19
awarded  Popular Question
Feb
12
awarded  Notable Question
Dec
23
awarded  Yearling
Nov
7
comment Options: Vertical LEAPS
@Kaushik There is a range of prices and dates where your position is profitable
Jul
31
awarded  Custodian
Jul
31
reviewed Approve Analysis of Unbalanced Covered Calls
Jul
2
awarded  Curious
Jul
1
awarded  Popular Question
Feb
24
comment Does Bakshi, Kapadia and Madan (2003) VIX building approach underestimate volatility?
I'm sorry, the VIX itself doesn't use historical data, Implied Volatility does. The price of an option effects the VIX, and the price of VIX effects unrelated option's implied volatility
Feb
24
comment what was the quant role in the 2008 crash?
Due to the liquidity issues in the 2008, I don't think the quant role was that great. The 2010 flash crash was more of a perfect storm for quant type HFT algorithms, and research supporting that came out very quickly and was also referenced by the SEC report... if you are interested in that topic.
Feb
24
comment Does Bakshi, Kapadia and Madan (2003) VIX building approach underestimate volatility?
conjecture: yes, I believe VIX underestimates volatility, and it uses historical data to determine future volatility
Nov
27
awarded  Popular Question
Nov
18
awarded  Popular Question
Sep
29
awarded  Yearling
Jul
29
asked options pricing using vwap
May
19
awarded  Popular Question
Apr
25
comment option chain data visualization, sunburst
@lmorin they are there