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
Quant trading
-
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
-
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
-
Options
Long 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
-
Options
Options 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
-
FactorsOptionsTrading strategies
Options 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 trader
Rules 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
-
PythonQuant tradingTrading strategies
Trading 0DTE Options with the IBKR Native API
Here’s a thing that I suspect will make money, but that I haven’t yet tested (for reasons that I will
-
Quant tradingR
Navigating Tradeoffs with Convex Optimisation
Navigating Tradeoffs with Convex Optimisation This is the final article in our recent stat arb series. The previous articles are
-
Quant tradingRTrading strategies
Building Intuition for Trading with Convex Optimisation with CVXR
This article continues our recent stat arb series. The previous articles are linked below: A short take on stat arb
