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seen Aug 7 at 15:18

Jul
31
awarded  Custodian
Jul
31
reviewed Approve suggested edit on 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
Mar
18
revised option chain data visualization, sunburst
added 1009 characters in body
Mar
6
awarded  Popular Question
Feb
20
revised option chain data visualization, sunburst
added 255 characters in body
Feb
20
asked option chain data visualization, sunburst
Oct
6
answered Is it possible to “steal” financial data on publicly traded companies off the internet? Legally, I mean, what is the truth about “data” as a property
Sep
29
awarded  Yearling
Aug
5
awarded  Benefactor