sorry i dont quite understand this part of the equation - log(83.50/82.92) * 0.5 shouldnt it be just 1.75% / 2? on using longer-dated vol,...
sle, what is (c)? oldnemesis, i found that method of his to be very useful in removing noise from a signal and since i learned that method from...
Cross asset classes and countries. I am thinking around implied vs realized, quantumfinancier's percentrank(SMA(percentrank(timeseries))) and...
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