436 reputation
115
bio website secretdruidsociety.org
location Sydney, Australia
age 29
visits member for 1 year, 4 months
seen 1 hour ago

Laß die Zeit an dir ablaufen wie Wasser


Jul
14
comment Technical analysis in Python - source of knowledge
That course is pretty poor, would be OK only for absolute beginners. It will give you the right idea of how to use Python for such things. Otherwise, if you get Python basics and know math, I don't think any special tutorial is necessary for this...
Jul
3
comment Does Implied Volatility always exist?
It wouldn't exist on the border of arbitrage opportunity, when intrinsic value is larger or equal to option price.
Jul
2
awarded  Informed
Jul
2
awarded  Curious
Jun
25
answered European Option Technical Exercise
Jun
19
answered Why is Value at Risk non-negative?
Jun
2
comment trading strategy outperforms passive strategy in absolute terms, but in returns vice versa. how could this be?
Why are the initial values of the portfolios different? If they really are, then there is nothing wrong with your result, you invest more => you earn more in absolute terms, but could be whatever in relative terms.
Jun
2
comment What is the motivation for index benchmark?
You are basically saying "we need benchmark because we need to measure everything in comparison with a benchmark", it is a circular reasoning. The question is why this set up is in place. Why don't people set benchmark as risk-free rate and do the same?
Jun
1
comment What is the motivation for index benchmark?
Again, I'm not asking what is a benchmark and where it is used, but why does it come into play at all. Why would someone want to compare returns to a benchmark rather than to 0.
Jun
1
comment What is the motivation for index benchmark?
This answer is really not explaining anything. I know what a benchmark is, I'm asking why would it be a good measure of fund's efficiency, as well as why would people be interested to invest in it. How it is connected with market efficiency is also unclear.
Jun
1
accepted What is the motivation for index benchmark?
May
30
comment Is it possible to graph the option price with respect to the greeks
"Is it possible to graph a European option's price as a function of say, its delta?" - yes, of course, every strike corresponds to certain delta, so you can numerically calculate it and plot. "Is there any way to find the inverse function" - there is no analytic solution, no.
May
30
answered Why do some stock options have expiration dates for a given month, while others don't?
May
14
comment What is the motivation for index benchmark?
The cynical part I get very well, mate, believe me, I know what you are talking about.
May
14
comment What is the motivation for index benchmark?
Well, I do understand the motivation from the funds' perspective - they do what they can and advertise it. But it must be some clients' demand here as well. I mean, these are clients which bring money and thus create the demand for such a benchmark...
May
14
revised What is the motivation for index benchmark?
edited title
May
14
asked What is the motivation for index benchmark?
Apr
8
accepted Basis point implied volatility of TY notes
Apr
8
answered Basis point implied volatility of TY notes
Apr
8
awarded  Yearling