Thanks for your information, just wondering about this phenomenon, in the above example, the crude oil market, how do i know who are investors...
Yes, this is it, but what are the reasons or logics behind this strategy? Does this apply to all situation, any exception?
hi, I run a strategy on option trading. I know how to calculate the geomean for the returns, but i need to calculate strategy's returns of...
hi, i don't have any particular strategy in mind, but just wondering if my delta and gamma are all quite negative, if the set of combination i...
hi, i am trading on the index option
I have a strategy which i am not sure weather i need to make positive vega or negative vega if I am wrong with my view. Thats said if the...
hi, just wondering are there any companies who only hire Phd graduates as in their quant team??
Have anyone heard of this strategy? I am just wondering does anyone know their breakeven point? how to calculate them and whats benefits of...
thanks for your reply, Does that mean the representative implied volatility (including Call and Put together) is the value point on the...
Can anyone explain to me the difference between implied, realised and historical volatility? I thought realised and historical volatility are...
sorry, here is the picture,
Dear experts, I am constructing some grpahs for analysing the volatility, and when i looked at some example made by other research institutes,...
how most people do to construct historical implied volatility? I could always get one ATM- Call and Put by Black-schole formula, but how to get...
Separate names with a comma.