OptionsQuant tradingRThink like a trader
Intuitive Options Pricing
In this article, we’ll use simulation and simple visualisations to build intuition around how different variables drive the price of
Intuitive Options Pricing
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OptionsQuant tradingThink like a traderPricing 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
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OptionsLong Options Payoff Profiles
In this article, we explore the payoff to holding long options positions. Read the previous parts of this 101 series
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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
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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
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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
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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
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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
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OptionsQuant tradingRWeekly Roundup 29 May – Crash Protection, Sloppy Regressions and Data Munging Skillz
Here’s a round-up of our new articles this week. They cover crash protection, sloppy, noisy regressions, and data-munging skills. Finding
