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derivatives/equities | 7.1 sharpe | top 500 @HyperliquidX
other side of the book Katılım Ocak 2022
922 Takip Edilen1.2K Takipçiler
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Wolfgang Schadner, a Swiss quant, found the closed formula for the direct inversion of Black & Scholes option implied volatility !
Everyone has been using root search for ~50 years and his formula is fast.
More elegant result, as no boundaries or starting value are required. You still need somewhat of a root search in the inverse Gaussian quantile, or use a smart approximation ;)
Then it is down to single digit microseconds.
w-schadner.com

English
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Flood reveals what type of jobs you can get that will pay you over $1,000,000 a month
"There is so many jobs that pay you millions like If your just a mid level employee at Jane street your making 10s of millions a year"
"Some of my lawyers make millions in cash as long as they are equity partners at top law firms"
"As you get older in life and start actually paying attention to the world around you, you actually realize how much capital there is out there"
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