Archive - Quant Club’s Substack

Sector Volatility Unveiled: Calculating Implied Volatility and Its Sector-Specific Impact

A short study to see the contribution of implied volatility in option pricing, interpretation of IV curves , comparison of VIX trends.

Feb 12 •

Quant Club

10

January 2025

Modelling Markets, Making Money

A short study of market price distributions, basics of option pricing, limitations and alternative approaches like Variance Gamma.

Jan 23 •

Quant Club

40

1

April 2024

Monte-Carlo Simulation Portfolio

Portfolio creation using multiple probability simulation

Apr 15, 2024 •

Quant Club

11

1

February 2024

Markowitz Portfolio Theory

Analysing Various Sectors During Pandemic

Feb 10, 2024 •

Quant Club

8

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