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Sep
19
awarded  Teacher
Sep
19
answered How do you handle Calendars in a .NET quant system?
Sep
13
comment Portfolio Greek Exposure Equations
Does this mean that if AAPL stock increases 1%, that the dollar delta of my AAPL options above will increase $580?
Sep
13
awarded  Editor
Sep
13
revised Portfolio Greek Exposure Equations
My gammaDollars calculation for my AAPL options was wrong (I was using a gamma of 0.1 rather than 0.2)
Sep
12
asked Portfolio Greek Exposure Equations
Sep
5
comment NYSE Early Close Rules (July 4th and Dec. 25th)
I shouldn't have said "hard-code". I would probably store those dates in a database somewhere.
Sep
5
awarded  Student
Sep
5
asked NYSE Early Close Rules (July 4th and Dec. 25th)