strimp099

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What does it mean to be long gamma?

Dec 14, 2011

How to annualize Sharpe Ratio?

Oct 29, 2011

The difference between Close price and Settelment Price for future contracts

Nov 2, 2011

How to compute the alpha decay of a strategy?

Nov 21, 2011

Do people use unbounded interest rate models, and what alternatives exist?

Sep 18, 2011

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Risk Budgets with Target Portfolio Volatility

May 27, 2013

Exploiting breakdowns in correlation of estimated volatility

May 1, 2012

Price volatility instead of return volatility for spread option parameter

Feb 9, 2012

Implied volatility of a complex options position

Oct 16, 2015

Equity option portfolio greeks with underlying

Oct 23, 2012

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