Articles

Volatility Voodoo

3rd July 2019 Editor 0

How do I love thee? Let me count the ways. I love thee to the depth and breadth and height My soul can reach, when feeling out of sight. . . I love thee with […]

Articles

Rootless Vol

24th December 2018 Editor 0

Even if you started out clueless about the volatility σ , given a good enough measuring stick and fast enough hands you ought to be able to measure it quickly and accurately. In practice you […]

Articles

Finformatics: How to Measure Really Small Things

20th August 2018 Editor 0

Traders in financial assets implicitly compare the trading price to the stream of dividends the assets stand to generate. Clearly, a key determinant of value—usually the key determinant— will be the long-term drift or rate […]