by Suf | Oct 15, 2022 | Finance, Programming, R, Tips
Implied volatility tells us the expected volatility of a stock over an option’s lifetime. Implied volatility is directly influenced by the supply and demand of the options and the market’s expectation of the direction of the price of the underlying...
by Suf | Oct 14, 2022 | Programming, R, Tips
This error occurs when you try to use the solve() function, but the matrix you handle is a singular matrix. Singular matrices do not have an inverse. The only way to solve this error is to create a matrix that is not singular. This tutorial will go through the error...
by Suf | Oct 12, 2022 | Programming, R, Tips
This R warning occurs when you have more than one column in group_by when using the dplyr::summarise(). The summarise function has a .groups argument with a default value of ‘drop_last’. If you set the .groups argument manually, the warning will not...
by Suf | Oct 10, 2022 | Programming, R, Tips
This error occurs when you try to import a dataset into R, and there is data missing in the file. You can solve this error by checking for special characters, ensuring that you have the correct number of headings, or by using the fill argument when reading the file....
by Suf | Oct 9, 2022 | Finance, Programming, Python, Tips
Implied volatility tells us the expected volatility of a stock over an option’s lifetime. Implied volatility is directly influenced by the supply and demand of the options and the market’s expectation of the direction of the price of the underlying...
by Suf | Sep 30, 2022 | C++, Finance, Programming, Python, R, Tips
Options Greeks are a set of quantities representing an option’s price sensitivity to its underlying parameters. Each of them measures a different dimension of the risk in an option position. They fall out elegantly from derivatives of the Black-Scholes options...
