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Aug
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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
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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
Jun
10
accepted Statistical significance of a pair trading strategy
Jun
10
accepted How to measure contango?
Jun
1
comment Aprox intraday implied volatility using intraday option prices and EOD greeks
@MattWolf I know there is no exact relationship, hence I'm asking for an approximation. As chrisaycock presumed, I'm looking for speed more than exactitude.
May
31
asked Aprox intraday implied volatility using intraday option prices and EOD greeks
Apr
27
asked How to measure contango?
Apr
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Feb
20
accepted Which brokers offer a Python stock trading API?
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asked Which brokers offer a Python stock trading API?
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awarded  Commentator
Jan
28
comment Statistical significance of a pair trading strategy
Thanks Akavall. My problem in this approach is that the out-of-sample is only one of many possible outcomes, and that is not enough to deny the null hypothesis.
Jan
28
comment Statistical significance of a pair trading strategy
Thanks Freddy. How can I set that hurdle rate, can it just be 0?
Jan
28
asked Statistical significance of a pair trading strategy
Jan
18
accepted How to simulate one-minute bars data from one-day bars?