Understanding Market Regimes: A Guide to Navigating Stock Market Cycles
Market regimes—periods with distinct patterns like bullish growth or high volatility—significantly shape investment outcomes.
Volatility Clustering
This blog covers the phenomenon of volatility clustering in financial markets, its causes, and its significance for risk management, asset pricing, and portfolio management.
Volatility Dispersion
In this blog, I explore the concept of volatility dispersion in detail. We'll cover its key elements, various types, advantages, and limitations, providing a comprehensive understanding of this trading strategy. Additionally, visualizations will be included to illustrate the concepts and help clarify how volatility dispersion works in practice.
Exploring Greeks – Vega (ν) and RHO (ρ) with Python
Option Price with Volatility import numpy as np import matplotlib.pyplot as plt from scipy.stats import norm # Function to calculate Black-Scholes option price for call and put options def calculate_option_price(S,…
Basic Options Concepts
Options are contractual agreements that grant the holder the right, without imposing an obligation, to buy or sell a specified amount of an underlying asset at a predetermined price before…
Historical and Implied Volatility
Historical Volatility Historical volatility is a statistical measure that quantifies the extent to which the price of a financial instrument has varied throughout a specified time interval. It is determined…