1htfp

3 ms·

1. 1.▲
   Trading Correlation: From Parlays to Dispersion(viniciusesposito.com)

   2 points by 1htfp 2mo ago|0 comments
2. 2.▲
   Forwards Are All You Need (In Option Pricing)(viniciusesposito.com)

   2 points by 1htfp 2y ago|0 comments
3. 3.▲
   by 1htfp 2y ago

   One of the most fascinating things about working on a trading floor is that models such as BSM transcend their normative aspect and become mental models. Pricing an option? Basically only two things matter: where the underlying asset forwar
4. 4.▲
   by 1htfp 2y ago

   Still very much present, it powers "SecDB" (which is pretty much the nervous system of the entire markets business). While there's certainly been openness to Python/etc and tech to integrate Slang into the 21st century,