OptionsQuant tradingThink like a trader
Pricing a Sports Bet like an Option
This post assumes basic knowledge of Options and Mathematical Expectation. Most of the features that you observe about options are simply
Pricing a Sports Bet like an Option
-
-
Quant tradingPortfolio Hedging with Put Options
Read the previous parts of this 101 series on options: There are 2 good reasons to buy put options: Because
-
OptionsLong Options Payoff Profiles
In this article, we explore the payoff to holding long options positions. Read the previous parts of this 101 series
-
OptionsThe Value of an Option at Expiration
Read the previous parts of this 101 series on options: Options have value because the future is uncertain. One thing
-
OptionsOptions 101: Understanding the Basics of Financial Options
In the previous article, we discussed what makes an option valuable. At its core, an option is about choice—the choice
-
OptionsThink like a traderOptions are just options – Why are they valuable?
Financial options contracts are really just options. That is, they give us a choice or an option to do something. We’ll go through a
-
Think like a traderFinding Edges: The Importance of Being a Pirate
In much of life, success results from doing what other people expect you to be doing. You get top marks
-
Data analysisRRevisiting Overnight vs Intraday Equity Returns
Back in May 2020, in the eye of the Covid storm, we looked at overnight vs intraday returns in US
-
Think like a traderTrading 101: Understanding the Expected Value of Uncertain Bets
Industry veterans sometimes remark that successful gamblers tend to make good traders, and engineers tend to make lousy traders. This
-
Think like a traderOn Having an Edge
The first thing you need as a trader is a clear edge. What do I mean by “edge?” Edge comes
-
FactorsOptionsTrading strategiesOptions Trading with Cross-Sectional Volatility Factors
A few years ago, I got deep into the idea of constructing a long/short equity options portfolio based on the
-
OptionsThink like a traderRules of Thumb for Trading Equity Options
If you trade liquid stocks or futures contracts, the first thing you will notice about equity options trading is that