Gravitas

less info
meta site favicon meta user | stack exchange network profile network profile
627 reputation
414
bio website
location
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.

97 Actions

suggestions reviews revisions comments badges posts accepts all
May
23
 awarded  Critic
May
23
 comment What broker/feed/APIsetup allows for recording the most accurate data (cheaply)?
Around $600 per month for Nanex, and thats just for the feed (exchange fees are on top of that). It provides the entire US market in one datafeed, with no symbol limit.
May
22
 revised Lib for Arbitrage-Free Smoothing of Implied Volatility Surface?
edited title; edited title; added 127 characters in body
May
22
 asked Lib for Arbitrage-Free Smoothing of Implied Volatility Surface?
May
22
 comment Recommendation for a library to calculate the local volatility surface?
p.s. Here are the search terms I used: "implied volatility surface", "local volatility surface", "black volatility surface" surface".
May
22
 revised Recommendation for a library to calculate the local volatility surface?
deleted 160 characters in body; edited tags
May
22
 revised Recommendation for a library to calculate the local volatility surface?
edited tags
May
22
 revised Looking for a recommendation for a real life volatily trading book.
added 11 characters in body
May
22
 awarded  Editor
May
22
 revised Recommendation for a library to calculate the local volatility surface?
added 585 characters in body; added 147 characters in body
May
22
 awarded  Teacher
May
22
 asked Recommendation for a library to calculate the local volatility surface?
May
22
 answered Looking for a recommendation for a real life volatily trading book.
May
22
 awarded  Supporter
May
22
 comment Why does the VIX index have *any* correlation to the market?
This is the best explanation I've had so far.
May
22
 awarded  Student
May
22
 asked How to calculate the local volatility surface using QuantLib?
1 2 3 4 5