https://blog.costan.ro/tags/options/ Recent content in Options on Decentralized meta-learning Hugo en Wed, 17 Mar 2021 00:00:00 +0000 https://blog.costan.ro/post/2021-03-17-historical-volatility/ Wed, 17 Mar 2021 00:00:00 +0000 https://blog.costan.ro/post/2021-03-17-historical-volatility/ <p> Historical volatility (also called realized volatility) measures how far the normal standard deviation is from expected mean, over a given period of time.</p> https://blog.costan.ro/post/2021-02-16-options-greeks/ Tue, 16 Feb 2021 00:00:00 +0000 https://blog.costan.ro/post/2021-02-16-options-greeks/ <p> Greeks or Options Greeks are tools/statistics which measure sensitivity (responsiveness, calculus anyone?) of option price to changes in various parameters: underlying price, volatility, time, etc…</p> https://blog.costan.ro/post/2021-01-28-black-scholes-formula/ Thu, 28 Jan 2021 00:00:00 +0000 https://blog.costan.ro/post/2021-01-28-black-scholes-formula/ <p> Black-Scholes formula… maybe not as important and well-known as <a href="https://blog.costan.ro/post/2020-11-24-interest-rate/">compounding interest-rate</a> but still the most famous formula among options traders. Here are the formulas that you will find in financial books.</p> https://blog.costan.ro/post/2021-01-05-year-2020-in-review/ Tue, 05 Jan 2021 00:00:00 +0000 https://blog.costan.ro/post/2021-01-05-year-2020-in-review/ <p> Pam, pam, pam !!!</p> <p> Bloody fucking year, <em><strong>2020</strong></em>, one of a kind, already in history books.</p>