Recent content by johanatan

So that would fall into category a). I am happy to share with you a sampling of the output and you can verify if it is quality or not for yourself.

Hi, I've implemented a clean, elegant codebase to detect when there are opportunities to trade a volatility skew for a particular option chain (across many index symbols). Does anyone have interest in helping me QA the product (check some of its outputs). I've implemented the algorithms as...