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  1. An interesting heatmap graph for option strategies greeks

    Heatmap is an interesting graph provided in R language, it visually demonstrates data features of a matrix. I plotted the attached heatmap for...
    Thread by: PatrickYu, Jul 31, 2014, 0 replies, in forum: Options
  2. Risk measurement tool of options portfolio

    I want to develop a tool for risk management of options portfolio, as have seen several posts here and other forums about this. Just say the...
    Thread by: PatrickYu, Apr 18, 2014, 2 replies, in forum: Options
  3. how does volatility surface work in market practice

    Lots options strategies focus on the volatility. E.g. Long a straddle to gain from volatility rallying, or short a straddle to gain when...
    Thread by: PatrickYu, Mar 19, 2014, 8 replies, in forum: Options
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