Gravitas

627 reputation

413

bio	website
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	age	36
visits	member for	2 years
	seen	May 14 at 0:12
stats	profile views	69

Computer programmer with 15 years of low level to high level programming experience.

	627 reputation	bio	website		visits	member for	2 years
413 badges		location			seen	May 14 at 0:12

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Jun 5	revised	How do I estimate the joint probability of stock B moving, if stock A moves? deleted 74 characters in body; edited title; added 73 characters in body; added 251 characters in body; deleted 2 characters in body; added 27 characters in body; edited body; edited body
Jun 5	accepted	Recommendation for a library to calculate the local volatility surface?
Jun 5	accepted	Lib for Arbitrage-Free Smoothing of Implied Volatility Surface?
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