
084: Yves Hilpisch – Quantitative Finance and Programming Trading Strategies w/ The Python Quants
Chat With Traders
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VSTOCKs and Merrins Advanced Services
We re-sign some NDA concepts, obviously, on this closed accreven so we are not allowed to speak about the things we do. But there's at least one good thing that we did for UX, our German derivatives exchange, which is part of Deutsche Bure's actually. We wrote a tutorial about the VSTOCKs volatility index and how it is calculated using lots of option pricing theories. And in the tutorial we explain the strategies that it can use, we explain how to value futures, how to value options. Everybody interested in it can Google it up - it's called VSTStocks and Merrins Advanced Services.
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