A (sort of) novel root-finding algorithm applied to options volatility calculation
A new approach to root-finding algorithms for faster and more accurate implied volatility calculation.
math
Mathematics is a field of study that discovers and organizes methods, theories and theorems that are developed and proved for the needs of empirical sciences and mathematics itself. There are many areas of mathematics, which include number theory (the study of numbers), algebra (the study of formulas and related structures), geometry (the study of shapes and spaces that contain them), analysis (the study of continuous changes), and set theory (presently used as a foundation for all mathematics).
The Profitron: Attempting to Build a Scalable Trading Infrastructure
An in-depth look at building custom infrastructure for creating and deploying quant trading strategies.