Careful sharing this or your alpha is going to get crowded out
Trader
FOUNDER
Thinking the same thing reverse rabbits and risk to the upside
Hey Greeks ! Thank you for your comment !
Really sharp breakdown.
On distributions — Poisson works well for counting stats but I'd look at the negative binomial too. It handles overdispersion better View full post
Really sharp breakdown.
On distributions — Poisson works well for counting stats but I'd look at the negative binomial too. It handles overdispersion better View full post
Continuing my quantitative analysis system that applies the concepts of implied volatility in options markets to the NBA, by extracting a player sigma directly from the Over/Under lines of bookmakers
View full post
Dans la continuité de mon système d'analyse quantitative qui applique les concepts de volatilité implicite des marchés d'options à la NBA, en extrayant un sigma joueur directement depuis les lignes Ov
View full post
Translated from French
