Arjen Kruithof

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summary answers questions tags badges favorites bounties reputation activity

4 Questions

votes activity newest

11	Operating parameters of market makers?
10	Why does implied volatility show an inverse relation with strike price when examining option chains?
9	Drawbacks & Caveats of using (N)Esper for ESP/CEP in trading systems?
8	How to select/construct benchmarks for black-box trading strategies?

463 Reputation

+10	Drawbacks & Caveats of using (N)Esper for ESP/CEP in trading systems?
+15	Why does implied volatility show an inverse relation with strike price when examining option chains?
+30	Why does the VIX index have any correlation to the market?
+5	Operating parameters of market makers?

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2 Answers

votes activity newest

11	Why does the VIX index have any correlation to the market?
4	Extensions of Black-Scholes model

15 Tags

15 volatility × 2	4 black-scholes
11 vix	0 options
11 correlation	0 implied-volatility
11 market	0 trading
4 option-pricing × 2	0 strategy

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Popular Question × 2	Beta
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