This is a summary of links featured on Quantocracy on Sunday, 01/17/2021. To see our most recent links, visit the Quant Mashup. Read on readers!
-
Research impact of delta hedging with Python [Cuemacro]One of the things which I found confusing at first with options, is the fact that lots of the folks trading them, dont really have a view about whether the spot price will go up and down. They are basically trading the volatility parameter from options pricing models (Emanuel Derman explains the point about trading parameter much better than me here and also here). One of the most common