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I'm sharing this for those who are interested in the subject. https://deepmind.com/blog/alphago-zero-learning-scratch/ I'm sure many of us are familiar with AlphaGo, the AI program by DeepMind owned by Google, that managed to beat the best human Go players, a feat unimaginable just couple...

Hi all, I did an interview with John Locke few weeks ago and during the interview I showed an Excel table that I use to monitor butterfly prices. I received emails asking me how that table was generated. So I thought it's easier if I just record a video to show. Here it is....

I've just started a YouTube video series on building simple but useful options trading applications with Excel. Meant for traders who wish to learn how to connect Excel to Thinkorswim (TOS) and some other spreadsheet techniques to manipulate options data, including live data and OptionVue (OV)...

Many years ago, I read a book called Fooled by Randomness by Nassim Taleb, the author who also wrote the book The Black Swan. https://www.amazon.com/Fooled-Randomness-Hidden-Markets-Incerto/dp/0812975219 The main theme of the book is that our brains evolved to be great at pattern recognition, a...

I discussed at length with Len Yates of OV about the issues related to modeling. I shared with him that having a more accurate IV curve fitting may not result in a better model. In my opinion, a better approach is to focus on forecasting the vol skew instead. Len agreed with the approach and...