the messiness of options in the real-world
funding edge cases
funding edge cases
every industry has its challenges
law of one price in action
things to watch for in option chains
resources for beginners
the basis of arbitrage and vol surface modeling
The most prominent decision biases in investing
Commentary on the current market
how NOT to incinerate money
The speed game we played as we learned put/call parity
An interactive simulator to understand gamma scalping and delta hedging
continuation of the discussion on time spreads through the eyes of a vol trader
start squaring a number N then seeing what happens as you multiply 2 numbers whose average equals N
an intuitive way to visualize the Black-Scholes formula
the subprime crisis from both real-world and quant perspectives
Options, volatility, and risk — written by traders, delivered when we publish.