Quantitative Finance
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Quantoisseur

Colton Smith

Commodities and Macro Quant

Applied Math MS

https://quantoisseur.com/

https://www.linkedin.com/in/coltonfsmith/

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7 Why does portfolio optimization require a positive-definite covariance matrix? Aug 14
5 Why are there so many S&P 500 call options selling with strike @1000? Aug 17
5 Why does implied volatility decrease without a change in stock price? Aug 4
5 Calculating Dollar-Neutral Strategy Net Return Sep 16
3 Issues making series stationary Aug 3
3 What kind of option would best be suited for a price based algorithm? Aug 3
3 Why is asset volatility easier to estimate than the asset mean if it contains the mean? Aug 21
2 In a Diagonal Spread with Puts, aren't you bearish in the back month? Aug 21
2 Calculate annualized returns and annualized volatility from monthly returns? Aug 11
2 Greeks and splits Aug 12
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