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Feb
8
answered SPX options vs VIX futures trading
Feb
8
comment Is there something like opportunistic “superstitious” trading?
I asked her how it was working out, and if I could borrow her Aston Martin, to run some errands. For some reason she did not think this was funny, and said that her 1992 honda accord was having some trouble. I think the irony of the question escaped her, somehow.
Feb
8
answered Is there something like opportunistic “superstitious” trading?
Feb
8
answered basic stock trading strategies
Feb
8
answered How do banks actually make money on mortgages
Feb
8
answered How significant is slippage in a successful quant fund?
Feb
8
comment Probability of touching
the stocastic calculus approach is called 'first hitting time' or 'stopping time'. Shreve does not talk about actually calculating it. He just says, 'use monte carlo' There is a non-monte carlo method of calculating it, and that is what I am looking for.
Feb
8
awarded  Teacher
Feb
8
answered Is it possible to use a series of option prices to predict the most likely path of an asset?
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.