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sashkello

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Trading a synthetic replication of the VIX index

vix delta-neutral

Mar 14 '14 at 8:18 anonymous 11

34

votes

5

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How should I calculate the implied volatility of an American option in a real-time production environment?

option-pricing implied-volatility

Mar 28 '17 at 22:34 FinanceGuyThatCantCode 883

21

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2

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7k

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Regime-Switching Model for detecting market shifts

volatility quant-trading-strategies automated-trading algorithmic-trading market-regimes

Mar 30 '19 at 18:38 vonjd 25.7k

8

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Is there a good closed-form approximation for Black-Scholes implied volatility?

black-scholes implied-volatility numerical-methods

Oct 15 '18 at 2:47 Ezy 2,017

8

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3

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2k

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Concave volatility smile

implied-volatility volatility-smile

Nov 1 '13 at 1:03 sashkello 949

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