# Gravitas

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bio website location age 36 member for 2 years seen May 14 at 0:12 profile views 69
Computer programmer with 15 years of low level to high level programming experience.

# 96 Actions

 Jun5 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 Jun5 accepted Recommendation for a library to calculate the local volatility surface? Jun5 accepted Lib for Arbitrage-Free Smoothing of Implied Volatility Surface? Jun5 accepted Utility to download historical Implied Volatility data from Interactive Brokers? Jun5 asked What API methods are there to determine a company's market cap? Jun3 asked How do I estimate the joint probability of stock B moving, if stock A moves? Jun3 comment QuantLib in industryHey, the answer is ok: it mentioned the Extreme Optimization library, which is related to the "street cred" portion of Quantlib. +1. Jun3 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. Jun3 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? Jun2 answered Lib for Arbitrage-Free Smoothing of Implied Volatility Surface? Jun2 answered Recommendation for a library to calculate the local volatility surface? Jun2 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? May31 awarded Revival May26 awarded Commentator May26 comment Utility to download historical Implied Volatility data from Interactive Brokers?Brilliant, this is just what I'm looking for. May25 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. May25 accepted If I have a model that gives 10% “probability edge” over random chance, how do I calculate the position size? May25 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. May24 revised Utility to download historical Implied Volatility data from Interactive Brokers?deleted 166 characters in body May24 revised Utility to download historical Implied Volatility data from Interactive Brokers?deleted 11 characters in body