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A short straddle pairs a written at-the-money call with a written at-the-money put on the same strike and expiry. The trader pockets both premiums up front and effectively goes short volatility, profi
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The vol surface is the market's full pricing map for options: every strike (skew, left to right) crossed with every expiration (contango, front to back). This simulation flexes just two SVI parameter
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O LFTS11, ETF que replica o CDI, performou melhor que o SPY no ΓΊltimo ano, e o motivo principal foi a apreciaΓ§Γ£o do Real πŸ“ˆ O Real jΓ‘ passou por momentos de estresse muitos outros anos. Mas no ΓΊltimo
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Equity says one thing, credit says another, that’s the trade. The Merton model treats equity as a call option on a firm’s assets, spits out a model-implied CDS spread, and you trade the gap vs. the m
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What the Greeks actually mean Delta β€” how the option price moves when the stock moves. Gamma β€” how fast Delta itself changes (your acceleration). Vega β€” how much volatility moves the price. Theta β€”
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laude just dropped Claude Design β€” and it generates hundreds of valuation PowerPoints straight from excel files. Here's the catch: it has a tiny separate usage cap. So instead of burning hundreds of
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β€œβ€¦and the Cross-Section of Expected Returns” β€” Harvey, Liu & Zhu (2015), Review of Financial Studies. The paper catalogs 316 stock-return factors proposed across 50 years of academic research and re-
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At the start of the AI boom, there was some reluctance about using it seriously. Over the last months, the progress has been hard to ignore. The real edge is not just using AI, but training it to thin
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Building financial model dashboards in Claude makes it much easier to turn structured assumptions into dynamic, visual outputs. Instead of manually wiring charts and outputs, you can iterate on inputs
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Volatility is symmetric. Markets are not. Ever since Black Monday 1987, when the Dow lost more than 20% in a single session, options have been priced on the assumption that crashes happen faster and d
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The Black-Scholes model is one of the most important tools in finance, used to price options based on factors like volatility, time, and interest rates. It provides a mathematical framework to estima
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Simulating thousands of portfolios using Monte Carlo methods to explore the efficient frontier and uncover optimal risk return trade offs. By randomly sampling asset weights and computing expected ret
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About @davidarias_cfa

David Arias, CFA is a Instagram nano influencer. With 2.1K followers and 12 posts, davidarias_cfa's account shows a follower-to-following ratio of 28.2:1. View all content anonymously on Pictame - no login required.

davidarias_cfa's engagement rate sits at 11.55%. That's 131% above what you'd typically see for accounts with 1K-10K followers (average 5%) β€” a sign of a genuinely connected audience.

Out of the last 12 posts, 100% are videos and 0% are photos. New posts appear roughly every 3 days β€” a steady, reliable rhythm. Captions lean detailed, averaging 762 characters.

11.55% engagement rate β€” 131% above average for 1K-10K follower accounts.
New content every 3 days β€” a steady rhythm.
28.2:1 follower-to-following ratio.

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davidarias_cfa
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@davidarias_cfa

David Arias, CFA

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Posts
12
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2.1K
Top Hashtags
#QuantFinance#quantfinance#options#volatility#optionstrading#blackscholes#AI#shortstraddle

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Popular Hashtags

#fitness#repost#food#followme#photo#music#viralreels#life#ootd#motivation#friends#fun
Following
75
Avg. Likes
237
Avg. Comments
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Engagement
11.59%

🏦 Licensed portfolio manager πŸ“Š Quant Finance πŸ’» A.I implementations

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