@bbqchickenlemon
you've taught me more than my prof with a PHD ever could
@fattypilou-krkací-prase
you made it look very easy that with hedging you almost not lose any money eg the low P5, but if the price dips 50% then your long shares are in 50% loss so i am not really sure about that profit distributions.
@christianhjerrildblom5972
Your videos are amazing, I'm currently doing a Bsc in mathematical finance and these videos are so inspiring to me. Keep up the good work!
@kaiwang2924
Thanks for the excellent video, you make it so easy to understand!
@alexandert6172
Briliant explanation
@junchenggeng2949
when you calculated the original stock pnl, why is 102.59-102 instead of 102.69-102 @5:59
@maurohalpern
I am just buying low volatility and selling hi volatilty at same time using different stocks of a list.....very profitable; for me makes more sense "hedging" each leg of my cheap options with expensive ones, not using the stock itself
@poorbadger
How were you calculating P5, P95, mean - via Monte Carlos Analysis?
@ghostwhowalks5623
This is super-useful! Silly Q - how do you control the change the hedge frequency from say monthly to weekly (daily etc.).....do you keep the number of steps constant and only change the time step; "dt"? Thanks!
@indiafromabove-q3p
Hey! I have a question. On your code, the number of weeks is set to 11. The option had an expiry of appx 2 months and you had converted that to years and divided by 11 to get each time step. My question is, if i take smaller time steps and delta hedged, lets say instead of 11, I delta hedged every day, lets say instead of 11, i put 100. Will the P/L distribution of delta hedge flatten out and be close to 0 ?
@fminc
Thanks for your work, great channel. (ha ha ha, you slipped when you explained the short at 1:30, but thats all good, well explained as such).
@olivermohr417
How do you model the delta in your simulation? You can simulate a random walk with a previously set volatility, but then you need market volatility to calculate the delta on each step. Which vol do you use there?
@carrotblog1746
set the speed to 0.75 is much better :))
@TimurFedotov-lz5dm
Nice graphs
@MrLisaFischer
Oh lord, why do I find Option trading so difficult. Where can I obtain introductory lessons on Options trading, all that Gamma and stuff😵
@gusinthecloud
awesome
@Freewill888
Hi Jonathan, I happen to find your channel and would like to know whether you upload a video subsequent to understand market maker to explain how they predict the realized volatility. If you do can you let me know which video is it? Thanks!
@pzhangd
THanks, I learned a lot
@_el_yeyo
I assume the simulations are based on Black Scholes for the profit calculations?
@deepdivestocks