Option pricing alternatives to Black-Scholes? You mean revert?

(Last Updated On: May 28, 2019)

What are some Black Scholes pricing alternatives? Just remember this is really for options and futures pricing only. It helps to determines all of kinds of contract info. This is all pure quant techniques.

See some of the solutions here


Mean reverting pricing solutions?

Anyone doing this stuff for their mean reverting strategies or bots? It seems automated traders have about two third of their strategies for mean reverting. It is nice for range bound instruments which happens a lot! Anyone using any of these:

When you do mean revertin processes, are you using classic ADF, Hurst component, or Ornstein–Uhlenbeck process?

I am always curious to engage with someone who does this.

Based on all this, I might add all this new content to my Python infrastructure course. Should I?
Let me know why.

I speak about this course here


Mastering this enable me to develop bot within hours from scratch. I never could do this another language like Java or C++.

Thank Bryan


NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!
This entry was posted in Bitcoin Crypto Currency, Forex, Premium Membership, Quant Analytics and tagged , , , , on by .

About caustic

Hi i there My name is Bryan Downing. I am part of a company called QuantLabs.Net This is specifically a company with a high profile blog about technology, trading, financial, investment, quant, etc. It posts things on how to do job interviews with large companies like Morgan Stanley, Bloomberg, Citibank, and IBM. It also posts different unique tips and tricks on Java, C++, or C programming. It posts about different techniques in learning about Matlab and building models or strategies. There is a lot here if you are into venturing into the financial world like quant or technical analysis. It also discusses the future generation of trading and programming Specialties: C++, Java, C#, Matlab, quant, models, strategies, technical analysis, linux, windows P.S. I have been known to be the worst typist. Do not be offended by it as I like to bang stuff out and put priorty of what I do over typing. Maybe one day I can get a full time copy editor to help out. Do note I prefer videos as they are much easier to produce so check out my many video at youtube.com/quantlabs