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Biography

Activity on QuantConnect

We are pioneering the radical future for open-source quant finance. QuantConnect is the world's largest quant community, empowering 220,000 quants with a framework, data, and infrastructure for their investments.


Public Backtests (1)

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Hipster Yellow-Green Donkey

9Parameters

0Security Types

731Tradeable Dates


Community

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Shay started the discussion PUT options' delta is wrong

Hi,

4 years ago

Shay left a comment in the discussion Cash VIX Term structure

Thanks !

4 years ago

Shay left a comment in the discussion Trading Volatility (SVXY/UVXY) with Momentum Indicators

Hi,

4 years ago

Shay left a comment in the discussion Cash VIX Term structure

Hi,

4 years ago

Shay left a comment in the discussion PUT options' delta is wrong

I thought about it, but why the brokers' plaforms show different delta?

4 years ago

Hipster Yellow-Green Donkey

9Parameters

0Security Types

731Tradeable Dates

Shay started the discussion PUT options' delta is wrong

Hi,

4 years ago

Shay left a comment in the discussion Cash VIX Term structure

Thanks !

4 years ago

Shay left a comment in the discussion Trading Volatility (SVXY/UVXY) with Momentum Indicators

Hi,

4 years ago

Shay left a comment in the discussion Cash VIX Term structure

Hi,

4 years ago

Shay left a comment in the discussion PUT options' delta is wrong

I thought about it, but why the brokers' plaforms show different delta?

4 years ago

Shay left a comment in the discussion PUT options' delta is wrong

Hi,Thanks for the respose.You're correct, for B&S I meant "Black-Scholes".I work with 3...

4 years ago

Shay left a comment in the discussion PUT options' delta is wrong

Thanks.When mentioning delta of 30.11, I mean 0.3011 (usually options traders talk about delta in...

4 years ago