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barrycarter
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Feb 10 at 3:28
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14
Hedging stocks with VIX futures
12
Good quant finance jokes
11
What type of investor is willing to be short gamma?
5
What are the main limitations of Black Scholes?
5
What broker/feed/APIsetup allows for recording the most accurate data (cheaply)?
3
How to calculate future distribution of price using volatility?
2
Trading a synthetic replication of the VIX index
2
What is the “delta” option quoting convention about?
2
Why does implied volatility show an inverse relation with strike price when examining option chains?
1
How to derive appropriate volatility for a binary option (with strike/term) from market data?
1
Heuristics for calculating theoretical probabilities of being ITM at time T for listed options
1
Where to find Greeks for futures to form delta-hedged futures portfolio of S&P 500 index/futures
0
Probability of touching
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