2,532 reputation
414
bio website quant.stackexchange.com
location United States
age 37
visits member for 3 years, 8 months
seen Oct 1 at 2:05
  • primarily trade options(listed equities).
  • math background + quant masters
  • algorithmic developer

Feb
8
awarded  Student
Feb
7
answered Why does implied volatility show an inverse relation with strike price when examining option chains?
Feb
7
comment Probability of touching
It seems like for a vanilla there should be a non-simulation way to calculate this.
Feb
7
asked Probability of touching
Feb
7
awarded  Supporter
Feb
7
comment What broker/feed/APIsetup allows for recording the most accurate data (cheaply)?
nanex.net is is a really good datafeed. it is the actual market tick data, and has all of the anomalies that are usually filtered out by the time ticks get to an enduser feed like IB.