onlyvix.blogspot.com

718 reputation

	718 reputation	bio	website	onlyvix.blogspot.com	visits	member for	2 years, 4 months
29 badges		location			seen	Mar 27 at 15:08

15 Posts

Mar 17	answered	Scanning a stock database for errors/flaws
Mar 12	answered	Pair Trading Index Options
May 29	answered	Which greeks do you need to hedge if you want to implement an implied-volatility security?
May 29	answered	What is the implied volatility skew?
May 26	answered	Exploiting breakdowns in correlation of estimated volatility
May 23	answered	What are VIX back-month futures based on?
May 23	answered	What does the VIX formula measure and how does it work?
May 23	answered	How can we reverse engineer a market-making algorithm (HFT)?
Apr 4	answered	Constructing an approximation of the S&P 500 volatility smile with publicly available data
Mar 4	answered	Modified bisection formula for deriving implied volatility for a dividend paying american option
Sep 14	answered	How should I calculate the implied volatility of an American option in a real-time production environment?
Sep 13	answered	How can one compute the Greeks on VIX Futures
Feb 9	answered	Statistical properties of stochastic processes for moving average trading to work
Feb 8	asked	SPX options vs VIX futures trading
Feb 8	answered	Is it possible to use a series of option prices to predict the most likely path of an asset?