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 BryanFACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!