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  • 128 votes cast
Jun
5
accepted Utility to download historical Implied Volatility data from Interactive Brokers?
Jun
5
asked What API methods are there to determine a company's market cap?
Jun
3
asked How do I estimate the joint probability of stock B moving, if stock A moves?
Jun
3
comment QuantLib in industry
Hey, the answer is ok: it mentioned the Extreme Optimization library, which is related to the "street cred" portion of Quantlib. +1.
Jun
3
comment If stock A has a 60% chance of rising, and stocks A and B have 80% correlation, what is the chance of stock B rising?
Thanks, I'll do some research into this area.
Jun
3
accepted If stock A has a 60% chance of rising, and stocks A and B have 80% correlation, what is the chance of stock B rising?
Jun
2
answered Lib for Arbitrage-Free Smoothing of Implied Volatility Surface?
Jun
2
answered Recommendation for a library to calculate the local volatility surface?
Jun
2
asked If stock A has a 60% chance of rising, and stocks A and B have 80% correlation, what is the chance of stock B rising?
May
31
awarded  Revival
May
26
awarded  Commentator
May
26
comment Utility to download historical Implied Volatility data from Interactive Brokers?
Brilliant, this is just what I'm looking for.
May
25
comment Whats the equation to calculate the area under the curve of a normal distribution, given an upper and lower standard deviation?
... and for anything finance related, the time series is never stationary, and this technique is only relevant to stationary time series.
May
25
accepted If I have a model that gives 10% “probability edge” over random chance, how do I calculate the position size?
May
25
comment If I have a model that gives 10% “probability edge” over random chance, how do I calculate the position size?
Now that is a very nice article - informal, but more informative than a splatter of opaque math symbols.
May
24
revised Utility to download historical Implied Volatility data from Interactive Brokers?
deleted 166 characters in body
May
24
revised Utility to download historical Implied Volatility data from Interactive Brokers?
deleted 11 characters in body
May
24
asked Utility to download historical Implied Volatility data from Interactive Brokers?
May
24
awarded  Scholar
May
24
accepted Whats the equation to calculate the area under the curve of a normal distribution, given an upper and lower standard deviation?