450 reputation
415
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location Santiago, Chile
age 32
visits member for 2 years, 7 months
seen Jun 27 at 1:07

Aug
1
awarded  Notable Question
Jul
2
awarded  Curious
Jun
27
accepted How to calculate the implied volatility using the binomial options pricing model
Jun
27
comment Quantitative method to select tactical bands for asset allocation
Re 1st search result from Google: The paper just says that Choate uses some quantitative rules to define the tactical bands, but they don't explain what those rules are.
Jun
20
comment Weighting several returns over different time frames
Just presentation, I won't use it for any calculation
Jun
20
comment Weighting several returns over different time frames
I know this question sounds odd, but I overheard that there is a typical approach to dealing with different time frames in returns. Maybe a exponential-based set of weights?
Jun
20
asked Weighting several returns over different time frames
May
16
asked Replicating the short part of a long-short trade using inverse ETFs
Apr
22
asked Quantitative method to select tactical bands for asset allocation
Apr
5
awarded  Yearling
Jan
25
awarded  Popular Question
Dec
29
awarded  Notable Question
Nov
16
awarded  Popular Question
Sep
7
awarded  Popular Question
Aug
25
awarded  Popular Question
Jun
27
asked Implied volatility and greeks for american option with discrete dividends
Jun
15
revised How to calculate the implied volatility using the binomial options pricing model
added 11 characters in body
Jun
15
comment How to calculate the implied volatility using the binomial options pricing model
Thanks Matt for your perspective. But this question is more practical rather than philosophical. In your terms, what I'm looking for is the inverse function of price = f(volatility) for the Ross-Cox-Rubinstein aka binomial model.
Jun
14
asked How to calculate the implied volatility using the binomial options pricing model
Jun
10
accepted Aprox intraday implied volatility using intraday option prices and EOD greeks