lvroyce
Quant
Date Joined
17th September, 2023
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Run at least 100 backtests on QuantConnect's cloud.
2023-12-24 08:51:40
Python Programming
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2023-09-17 02:02:55
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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.
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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...
1 years ago