Quant Bible by MIT Sloan Business Club. Access it from here:- https://t.co/VOH0GvrRUu

VIX derivation explained:- A really good mathematical exercise. Please DM me in case of any doubt. https://t.co/DT6ResAGXb

Maths time!! Derivation of VIX:- A really good blog written by Mr. Gregory Gundersen. https://t.co/KhK2XKFdXB I will soon release a video explaining the derivation, along with the derivation of the India VIX as well. #Quant #QuanitativeFinance

Lambda functions from C++11 to C++23 by Quasar: https://t.co/JG4QHDrWnv Do bookmark his blog for really good insights on C++ for Quantitative Finance.

Algorithmic Differentiation:- > Multiple Risk Factors > Need to calculate sensitivities across all of them > AD makes it fast Do read the notes I have prepared on AD:-

A good collection of blogs on Cpp for Quantitative Finance written by a guy who is working at Citadel as Quant trader. https://t.co/NjdnGyU4L8 If you have more such blogs on cpp, do share in comments.

I remember a project that I did long back using KKT; it was risk parity portfolio optimisation. The mathematics behind risk parity portfolio and this particular Optimization made me learn a lot. Absolutely amazing!! Project material btw:-

A frame which will display live volatility surface while I cook (the trade?)!

Can someone familiar with Hedge Funds confirm whether hedge funds still use index-rebalancing strategies, or has the opportunity become too dry to extract any juice? #Quant #Hedgefunds

I support Quant Club at @febsiitbbs because I am one of the founding member and they are doing quite good in Quantitative Finance. 🙂🙂

Best combo!! 🙌🙌

Suppose the ATM implied volatility is 25% when the index is at 200. If the index rises to 220, the sticky-moneyness rule says the 220 strike option (now the new ATM) should carry the same 25% implied volatility. That’s exactly why we call the behaviour sticky moneyness / sticky

Sticky Delta, or Sticky Moneyness, implies that the implied volatility will adjust so that the Delta of the option remains constant even when the underlying stock price changes.

You hold a put option on stock ABC with a strike of $100, and the stock is currently trading at $100. Now the stock drops to $95. Under a sticky strike assumption, the implied volatility for the $100 strike put stays the same, even though the underlying price moved lower.

Sticky Strike Vs Sticky Delta Sticky Strike refers to a situation where the implied volatility (IV) of an option remains constant for different strike prices, even as the price of the underlying asset changes.

Graviton vs Quantbox on r/quantindia 😂😂 #QuanitativeFinance

Both sides of the market (importers/exporters, global funds, banks) hedge moves in both directions, which lifts volatility on both wings. Because of this two-way hedging and generally more symmetric return distributions, IV ends up rising on both sides of the strike axis, giving

An interesting but easy question, why do we observe an Implied Volatility Smile rather than skew in FX Options? FX options usually show a smile instead of a strong skew because the currency market is naturally more balanced than equities. In equities, everyone worries about

Learn and implement with peers!!

If you are interested in sell-side quant roles, learning Partial Differential Equations and how to solve them using Finite Difference Approach is a must. You can also learn new age methods like ADI ( Alternate Direction Implicit ) and have projects based on it. #Quant