In answer to a viewer question, I go over what I look for in determining if an underlying has gfood liquidity in the options.
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ODEs and PDEs using Sparse Jacobian Matrices in Python (with Assimulo)
2d Interpolation in Python
A Short Introduction to Interpolation in SciPy (interp1d)
Calculation of the Hurst Exponent
Q&A: Setting up Short Strangles
Q&A: Liquidity inthe Options Market
Numerical Solutions to Partial Differential Equations: 2-d Diffusion
Implementing Cubic Splines
Calculating an Options IV from its Delta: Newton'w Method and the Bisection Method
Calculating Beta-Weighted Deltas in Excel
Pricing of Futures Options
Calculating the Probability of a Stock Being in a Certain Price Range
Impromptu Video: Calculating the Implied Volatility of a Put Using Excel
Solving Eigenvalue Problems Via the Shooting Method
Calculating the Inverse of a Matrix by LU Decomposition
Revisiting the Intuition Behind Maximum Likelihood Estimation
Answer to a Viewer Question
Cholesky Decomposition and Its Applications in Python
Pairs Trading: The Ornstein-Uhlenbeck Process and Pairs Ratio Determination
Calculating the Probability of a Stock Reaching a Given Price in a Specified Time Window in Excel
Calculating Historical Stock Volatility with Python and Excel
Maximum Likelihood Estimation - the Ornstein-Uhlenbeck Process(part 2)
Maximum Likelihood Estimation (Part 1)
What is a Pairs Trade?