This is a summary of links featured on Quantocracy on Friday, 08/09/2019. To see our most recent links, visit the Quant Mashup. Read on readers!
-
The Probability of Normality [Philipp Kahler]As an option seller you want the market to stay within the range prognosticated by implied volatility. But what is the historic probability that markets behave as expected? And what other analysis could be done to enhance your chances and find the periods when it is wise to sell an at the money straddle? This article will try to give some answers to this question. The normal distribution cone