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jessica

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visits member for 3 months
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161 reputation
bio website visits member for 3 months
6 badges
location seen May 19 at 15:01
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10 Questions

votes activity newest
7
Kelly criterion and Sharpe ratio
5
Implied Volatility Calculation
3
When the Inverse Correlation between the SPX and VIX breaks down
3
Does implied vol vary for calls vs puts?
3
Endogeniety of Black-Scholes
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161 Reputation

+15 When the Inverse Correlation between the SPX and VIX breaks down
+5 Kelly criterion and Sharpe ratio
+10 Time Varying Volatility
+5 Implied Volatility Calculation
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1 Answer

votes activity newest
1
What does it mean to be long gamma?

14 Tags

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gamma
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forcasting
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greeks
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kelly-criterion
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options × 5
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sharpe-ratio
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implied-volatility × 2
0
spx
0
correlation × 2
0
statistics
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Quantitative Finance Stack Exchange Quantitative Finance 161 rep 6
Mathematics Stack Exchange Mathematics 11 rep 1
Stack Overflow Stack Overflow 4 rep 1

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