What's a local volatility model?

What other volatility models are there?

The International Fisher Effect

I’m going to look at how expectations of inflation impact currency movements - or at least expected currency movements.

Wow - Bitcoin is now worth a lot

Bitcoin crossed the $10,000 mark, and then a few hours later crossed the $9k mark, and then the $11k mark… but I don’t think this volatility is bad.

Crude Oil Calendar Spreads

All financial futures have a ‘cost-of-carry’, a natural repercussion of the marketplace that eliminates (as-usual) risk-free profit.

The D3.js Development Environment

Mike Bostock‚Äôs D3.js is the hot, new (2011) tool on the web. More and more people are deciding they want to work with data visualizations, either as a full-blown career or a side project once they reach candidacy… or whatever. It definitely has some added benefits over using ggplot2, but the R packages still have way more resources to learn from.

Visualizing Oscar Sentiments with Twitter Data

Even though it’s already Thursday, sometimes these things are better late than never (4 days is too long– I’m already focused on Oscars 2016). I crunched some data on the Oscars to see what people thought about the winners and how they reacted to the losers.

Low Vix = Low Creativity

It doesn’t matter how sophisticated of a model you use, when the VIX is trading at 9 every model says the same thing. It will revert.