Introduction to Quantopian
Just an introduction to Quantopian...
Read MorePosted by alfil | Dec 4, 2015 | Python, quantopian |
Just an introduction to Quantopian...
Read MoreNew video about time value of money...
Read MorePosted by alfil | Sep 2, 2014 | Uncategorized |
Aplying the BlackScholes formula we can relatively easily calculate the different greeks of the options. Options greeks are the parameters that are going to tell us how the option prices is going to performance in relation to...
Read MorePosted by alfil | Sep 1, 2014 | Uncategorized |
Options valuation seems more an art than a discipline. I am trying at the moment to understand the differences in implied volatility among different strikes and expiry dates. As a first step, I’ve decided to download the...
Read MorePosted by alfil | Jul 24, 2014 | Uncategorized |
Here I share three excel functions that can be useful when working with Excel Files. When working with data, we must define an input and output way of dealing with data. As I used to work with Visual Basic in Excel, I feel more...
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