Quant tradingThink like a traderTrading strategies
The Hidden Gems of High Yield Bonds: Fallen Angels
What’s a Fallen Angel Bond? It’s a bond that’s been kicked out of investment-grade paradise. Once upon a time, it
Quant trading
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ExcelQuant tradingTrading strategies
Modelling UVXY trading strategies with Excel
UVXY is an ETF that targets 1.5x the daily returns of a 30-day constant-maturity position in VX futures – the
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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
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Quant trading
Portfolio Hedging with Put Options
Read the previous parts of this 101 series on options: There are 2 good reasons to buy put options: Because
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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
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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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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
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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 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
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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
