Vasily Aristarkhov
Quant
Date Joined
10th July, 2015
Bootcamp progress
0% Complete
Achievements
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2023-08-18 22:50:13
Live Trading
Deploy a live trading algorithm using one of QuantConnect's supported brokerages.
2025-02-16 12:56:49
Python Programming
Choose Python as your preferred programming language.
2023-08-12 20:55:04
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View MoreVasily started the discussion Implied volatility for 0DTE options
I see the big difference in IV for ultra-short options (ODTE) SPX with IB or Charles Schwab, the...
Vasily left a comment in the discussion Greeks and IV Implementation
I see the big difference in IV for ultra-short options (ODTE) SPX with IB or Charles Schwab, the...
Vasily started the discussion Issue with SPX 0DTE option contract prices
Each time when I run my backtesting I receive different prices for SPX index options (minute...
Vasily left a comment in the discussion Issue with SPX 0DTE option contract prices
I've found the issue, for tracking SPX index I used hour interval instead of a minute what gives...
Vasily started the discussion Implied volatility for 0DTE options
I see the big difference in IV for ultra-short options (ODTE) SPX with IB or Charles Schwab, the...
Vasily left a comment in the discussion Implied volatility for 0DTE options
Just before several minutes till expiration IV goes to almost 0 (0.03-0.07) when IB or vanilla BS...
Vasily left a comment in the discussion Greeks and IV Implementation
I see the big difference in IV for ultra-short options (ODTE) SPX with IB or Charles Schwab, the...
Vasily started the discussion Issue with SPX 0DTE option contract prices
Each time when I run my backtesting I receive different prices for SPX index options (minute...
Vasily left a comment in the discussion Issue with SPX 0DTE option contract prices
I've found the issue, for tracking SPX index I used hour interval instead of a minute what gives...
Vasily left a comment in the discussion Issue with SPX 0DTE option contract prices
Of course, I check everything many times. As I said - the same code works well with SPY options,...
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Vasily left a comment in the discussion Implied volatility for 0DTE options
Just before several minutes till expiration IV goes to almost 0 (0.03-0.07) when IB or vanilla BS...
5 days ago