2,532 reputation
414
bio website quant.stackexchange.com
location United States
age 37
visits member for 3 years, 9 months
seen Oct 1 at 2:05
  • primarily trade options(listed equities).
  • math background + quant masters
  • algorithmic developer

Dec
21
asked what is the implied volatility on a basket of options
Aug
22
answered Is this a common variation of sharpe ratio?
Mar
15
answered What does leverage cost?
Feb
13
answered What's the connection between implied vol curve of SPX and SPY?
Jan
5
answered How do you mix quantitative asset allocation with qualitative views?
Jan
5
answered Is equity market making a game of speed?
Dec
30
answered How sensitive are vertical spreads to changes in implied volatility?
Dec
30
answered What are some “Must Know” investment/portfolio management theories out there?
Dec
30
answered how expected moves are priced into options
Dec
6
answered What is the market standard for pricing VIX futures?
Nov
4
answered Standard Deviations out the money where options will respond to underlying asset price changes
Oct
21
answered In a covered call strategy, should I hold the call or sell/roll if the delta becomes too small?
Jul
18
answered How to replicate a digital call option
May
30
answered CFTC CPO Exemptions
May
27
answered Modeling liquidity effect on option prices
May
24
answered Utility to download historical Implied Volatility data from Interactive Brokers?
May
20
answered How to scale option pricing components in regard to time
May
12
answered Parameters for pricing option on EDF
May
6
answered What is the best method to compute project volatility in Real Option Valuation?
Apr
22
answered Free market data (delayed or snapshot)