@earth_imperator 1. Use a local volatility model to estimate a likely IV at price S and time T for both assets 2. Plug those values into the call...
Gentlemen, thanks a lot for your contribution. Now I can finally pull the plug on this chapter and move on.
its not really an interpolation because the curve is parametric, the inputs are spot, dte and six other parameters related to the curve shape....
Had to look up 'coprolith', but besides this, thanks A lot man, this is giving me the closure I was looking for..
your code is difficult to read, seems that you are hardcoding all scenarios instead of creating a flexible structure. But I dont know your...
Correct. This is also what the rational part of my brain is telling me. And trading should be a rational endeavor.. and yet so many times the...
ha.. no idea if this is the right place to post.. I guess it's something in between options and trading psychology.. anyways.. it's already been...
tbh I would also feel triggered if after replying politely to a question to the best of my knowledge, some random dude started attacking me out of...
OP, the problem with options is that there is no absolute 'best' , any option play or structure is good under certain circumstances, bad in...
OP, besides a screener, some basic knowledge of how volatility works should be your next priority.
Hmm that academia guy knows his s*!@t!
haha ok let's talk again in the future, when I'll be surely full of mint.. ..Or maybe full of something else :p
ok let's take one step back. Here I'm not trying to guess prices, but modeling a scenario, a "what if.. "case. So I assume that stock A in the...
Hi BWS, I looked it up a bit, actually there is not a single way to estimate beta because it's.. well, an estimation. Your method is fine and...
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