unclepaul84

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location Chicago, IL
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visits member for 2 years
seen May 9 at 18:29
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Software Engineer at SunGard


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May
9
 awarded  Yearling
May
9
 comment Best way to store hourly/daily options data for research purposes
@Freddy: Agreed. It provides an interface too raw for a quant. But its performace charactericts make it a prime candidate to build a very versatile and performant analysis tool.
May
9
 answered Best way to store hourly/daily options data for research purposes
Aug
30
 awarded  Teacher
Jul
31
 answered Interpreting QuantLlib implied volatility numbers
Sep
2
 awarded  Supporter
Sep
2
 awarded  Editor
Sep
2
 comment How to solve for the implied stock lending rate given equity options prices?
Sorry for not being clear. See my edits.
Sep
2
 revised How to solve for the implied stock lending rate given equity options prices?
added 336 characters in body
Sep
1
 asked How to solve for the implied stock lending rate given equity options prices?
Aug
29
 awarded  Scholar
Aug
29
 accepted How should I estimate the implied volatility skew term when calculating the skew-adjusted delta?
Jun
10
 awarded  Student
Jun
9
 asked How should I estimate the implied volatility skew term when calculating the skew-adjusted delta?