I am interested in the math, would be great if you could talk about it!
theta is -ve becoz it is showing the options going to expire on a particular time.
great vid! will def steal some code from u in future vids. have u done any work w LSTM on limit order books?
Just wondering, are you also practicing to implement these tools in C++? Or are you mainly focused on the QR end so python is the main skill that is relevant as far as programming goes for you? Regardless would you say that c++ is a must for QDs
@desisicario260