lvroyce
Quant
Date Joined
17th September, 2023
Bootcamp progress
0% Complete
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Backtester
Run at least 100 backtests on QuantConnect's cloud.
2023-12-24 08:51:40
Python Programming
Choose Python as your preferred programming language.
2023-09-17 02:02:55
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Activity on QuantConnect
This section highlights your contributions and engagement across the QuantConnect platform — including backtests, live trades, published research, and community involvement through comments and threads. It reflects your overall activity as part of the QuantConnect community.
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View Morelvroyce left a comment in the discussion More accurate Option Greeks
https://github.com/lballabio/QuantLib/issues/1398
lvroyce left a comment in the discussion More accurate Option Greeks
According to QuantLib, their community seems didn't provide numeric greeks for american options...
lvroyce left a comment in the discussion More accurate Option Greeks
Also for the calculation for IV, I found big gap between my approximation using Newton Raphson and...
lvroyce left a comment in the discussion More accurate Option Greeks
https://github.com/lballabio/QuantLib/issues/1398
lvroyce left a comment in the discussion More accurate Option Greeks
According to QuantLib, their community seems didn't provide numeric greeks for american options...
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lvroyce left a comment in the discussion More accurate Option Greeks
Also for the calculation for IV, I found big gap between my approximation using Newton Raphson and...
2 years ago