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seen May 1 at 21:18

equity/index options trader; masters in financial engineering; masters in applied mathematics


May
18
revised When the Inverse Correlation between the SPX and VIX breaks down
added 740 characters in body
Apr
10
revised Statistics of difference between two GBMs
added 123 characters in body
Apr
10
revised Statistics of difference between two GBMs
deleted 12 characters in body
Mar
15
revised Theta's effect for OTM options
added 156 characters in body