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Quant Chronicles
Analysis for smart investors
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DiPedroso
Jan 2, 2022
Few things we can say about electric utility stocks
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DiPedroso
Mar 29, 2020
How might the use of Gaussian distributions play tricks on you
It is wide well-known that one of the…
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1
DiPedroso
Dec 17, 2019
Model calibration using optimization engines: an example using implied volatility
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2
DiPedroso
Nov 29, 2019
Testing stationary process and time-series in Python (using cryptos)
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1
DiPedroso
Nov 27, 2019
Basic trading strategies using European options (part 2 of 2)
Hedging of strategies with options;
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DiPedroso
Nov 26, 2019
Basic trading strategies using European options (part 1 of 2)
Properties of the hedging of strategies with options;
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1
DiPedroso
Nov 26, 2019
Comments on the geometric Brownian motion
General properties of the geometric Brownian motion;
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1
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