OptionsQuant tradingR
Find Cheap Options for Effective Crash Protection Using Crash Regressions
One way we can quantify a stock’s movement relative to the market index is by calculating its “beta” to the
Options
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OptionsQuant tradingRTools of the tradeTrading strategiesWeekly Roundup 22 May – Doubling Down in Losing Trades Like a Drunken Hedge Fund Manager
Here’s a round-up of our new articles this week. They cover options trading, digital signal processing, data munging and Kris’s luxurious
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FactorsOptionsQuant tradingRHow To Get Historical S&P 500 Constituents Data For Free
In this post, we are going to construct snapshots of historic S&P 500 index constituents, from freely available data on
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FactorsOptionsQuant tradingRHow to Find Cheap Options to Buy and Expensive Options to Sell
If you want to make money trading, you’re going to need a way to identify when an asset is likely
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OptionsQuant tradingRHow to Hedge a Portfolio with Put Options
There are 2 good reasons to buy put options: because you think they are cheap because you want downside protection.
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OptionsQuant tradingREfficiently Simulating Geometric Brownian Motion in R
For simulating stock prices, Geometric Brownian Motion (GBM) is the de-facto go-to model. It has some nice properties which are