Skip to content

Weltanschauung

The Philosopher's Stone

  • Home
  • Contact
  • Investment
  • Publications
  • Subscribe
  • YouTube

Month: October 2018

Investment Myopia

Myopia, or nearsightedness is a common affliction among those who seek to profit from the financial markets. All too often … More

Algo Trading, Algorithm, Quantopian, Stock Market

Discarding the Irrelevant

In recent years I have found it increasingly beneficial to narrow my focus. 

Christ, Irrelevance, Satan

Rolling VIX Options Monthly

The code below takes the data already cleaned up by the code in the previous post and strings separate months together in a time series suitable for back testing.

Backtesting Options Strategies, CBOE Options Data, Data Wrangling, VIX, VIX Options

Wrangling CBOE Options Data

The data obtained from the CBOE is messy and incomplete. It takes a great deal of time for even the experienced nerd to sift through it.

CBOE Options, Data Wrangling, VIX, VIX Options

VIX Option Strangle

This option strangle is effectively short volatility. It buys long dated puts at the money and protects the position with long dated calls far out of the money.

Back Test, Options, Options Strangle, VIX, Volatility

Option Credit Spreads on the VIX

After the liquidation of XIV following the volatility spike earlier in the year I decided to take a more detailed quantitative approach to trading volatility.

Credit Spreads, Options, VIX, Volatility, XIV

Generating Theoretical Option Prices

A while ago I put a lot of work and effort into looking at Black Scholes and various other option pricing models.

Black Scholes, Options, Synthetic Options Data

“I” do not exist

I have felt with increasing certainty recently that the Buddhists are right. We have no separate existence, no soul, no fixed place in the universe.

Buddhism, Consciousness, Selfish Gene, Soul

Mindfulness vs. Physiology

Much is made these days of the concept of “mindfulness”.  It is the cure-all of the new age. Depressed? Mindfulness … More

Mindfulness

Tags

Aggression Algorithm Algo Trading Anger Anxiety Apocalypse Art Artificial Intelligence Beauty Behaviour Bliss Blogging Book of Common Prayer Buddhism Capitalism Carpe Diem Charlatanism Christianity Class Conflict Consciousness Contentment Death Depression Determinism emotion Faery Stories Family Fantasy Fear Free Will Fulfillment Futures God Goodness Greed Happiness Hatred Hypocrisy Index Trackers Investment Joy Life Love Magic Magic Mushrooms meaning Meditation Mood Morality Mysticism Nature New Age Nirvana Options Peace Politics Qualia reality Sadness Science Fiction Self Awareness Silence Simplicity snakeoil salesman Soul Stock Market Trading Trading Systems Transcendance Transcendence Trend Following Violence VIX War
Follow Weltanschauung on WordPress.com

Enter your email address to subscribe to this blog and receive notifications of new posts by email.

Join 533 other subscribers

Categories

  • Art
  • Health
  • Investment
  • Life the Universe and Everything
  • Literature
  • Music
  • Other
  • Performing Arts
  • Philosophy
  • Podcast
  • Poetry
  • Politics
  • Psychology
  • Religion
  • Science
  • Spirituality
  • Travel
  • Uncategorized

Archives

  • January 2023 (1)
  • September 2022 (1)
  • July 2022 (1)
  • April 2022 (1)
  • February 2022 (2)
  • December 2021 (2)
  • November 2021 (1)
  • October 2021 (2)
  • September 2021 (1)
  • August 2021 (4)
  • March 2021 (2)
  • February 2021 (2)
  • January 2021 (3)
  • December 2020 (4)
  • November 2020 (7)
  • October 2020 (4)
  • August 2020 (7)
  • July 2020 (5)
  • June 2020 (5)
  • May 2020 (7)
  • April 2020 (5)
  • March 2020 (4)
  • February 2020 (7)
  • January 2020 (7)
  • December 2019 (2)
  • November 2019 (11)
  • October 2019 (7)
  • September 2019 (2)
  • August 2019 (2)
  • July 2019 (4)
  • June 2019 (10)
  • May 2019 (5)
  • April 2019 (7)
  • March 2019 (9)
  • February 2019 (5)
  • January 2019 (16)
  • December 2018 (11)
  • November 2018 (24)
  • October 2018 (9)
  • August 2018 (6)
  • July 2018 (10)
  • June 2018 (33)
  • May 2018 (50)
  • April 2018 (39)
  • March 2018 (5)

Blog Stats

  • 36,299 hits
Website Built with WordPress.com.
  • Follow Following
    • Weltanschauung
    • Join 451 other followers
    • Already have a WordPress.com account? Log in now.
    • Weltanschauung
    • Customize
    • Follow Following
    • Sign up
    • Log in
    • Report this content
    • View site in Reader
    • Manage subscriptions
    • Collapse this bar