Top Stories published by HyperVolatility in 2018

Options Greeks: Delta, Gamma, Vega, Theta, Rho

First of all I would like to give credit to Liying Zhao (Options Analyst at HyperVolatility) for helping me to conceptualize this article and provide the quantitative analysis necessary to develop it. The present report will be followed by a second…


Oil Fundamentals: Reserves and Import/Export Dynamics

The present study belongs to the Oil Fundamentals project that the HyperVolatility team initiated a few weeks ago with the article “Oil Fundamentals: Crude Oil Grades and Refining Process”. Credit must be given to Liying Zhao (Options…

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HyperVolatility
HyperVolatility is Vito Turitto’s personal project. It provides quantitative research on financial markets and in particular on commodities. The most common topics are volatility modeling, financial computation, quantamental analytics, machine and deep learning
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