17/06/2025
In the field of exotic derivatives, basket options are among the most interesting because many aspects of their pricing can be studied intuitively. Interesting questions about their behaviour often arise in online interviews because of this.

14/05/2025
In the realm of Option Greeks being Gamma positive seems like the key to a long-lasting wealth...but nothing is free. In this article we analyse the Gamma-Theta trade off and give real world example on when the rule make exceptions.

19/04/2025
American options are interesting to study because they often behave counterintuitively using European options as reference. In particular this article will talk about what you should do as an American Option holder and which behaviour is optimal.

18/08/2024
Volatility has always fascinated me, and that’s because there is a lot more to know than what i could seem at first. In particular this article will talk about volatility, earning calls and option pricing.

21/07/2024
To achieve great returns we must expose ourselves to risk, otherwise we are left with risk-free rate. In this post I analyzed two ways in which risk premium can be extracted from the market.

17/07/2024
One asset allocation strategy seems to be the most popular now among independent financial advisor. In this article, we explain why this strategy suffers from different biasses and we prove its underperformance.