1. Home
  2. Detail

@jose_1manuell:

Josee Manuel Guerrer
Josee Manuel Guerrer
Open In TikTok:
Region: DO
Wednesday 17 January 2024 05:49:05 GMT
16520
765
6
4

Music

Download

No Watermark .mp4 (1.26MB) No Watermark(HD) .mp4 (1.26MB) Watermark .mp4 (1.32MB) Music .mp3

Comments

osryitaliaraffoul
rashit :
precioso
2024-01-17 05:53:49
0
osryitaliaraffoul
rashit :
soy tu fan
2024-01-17 05:54:00
0
wbarrios.01
Wesley✨ :
👍👍👍
2024-01-18 00:51:17
0
laloin93
laloiniesta3 :
❤️❤️❤️❤️
2024-01-18 01:26:50
0
alfonsoestrada_
Estrada☺️ :
🥰👏👏
2024-01-22 23:53:14
0
quincequincito
🐼Uin~C€ :
👍👍👍
2024-01-31 16:39:36
0
To see more videos from user @jose_1manuell, please go to the Tikwm homepage.

Other Videos

Réponse à @spotteur du 69_38 🚴‍♂️ ce jeu de jambes à 6s 😂
Réponse à @spotteur du 69_38 🚴‍♂️ ce jeu de jambes à 6s 😂
Every Friday you know where to find me 😝 W @Gilmore 🇳🇬🇬🇧 #relatable #relatables #sharonephraim #padel #viralvideo
Every Friday you know where to find me 😝 W @Gilmore 🇳🇬🇬🇧 #relatable #relatables #sharonephraim #padel #viralvideo
Chand Aya😍♥️🌙 #arhamqadri #naat #rabiulawal #barhvinkachandaya #naatshareef
Chand Aya😍♥️🌙 #arhamqadri #naat #rabiulawal #barhvinkachandaya #naatshareef
I built a script to monitor for—and exploit—arbitrage opportunities between an exotic SPX derivative with a binary-style payoff and standard vanilla options. The exotic paid out $1 if SPX closed within a specific range — and $0 otherwise. I used live order book data from that market and paired it with continuously updated SPX vanilla option quotes. For each exotic contract, I constructed an array of potential hedging positions using condors that approximated the same exposure. When the combined payoff of both markets exceeded $1 across all outcomes, I executed both legs — locking in a small, risk-free edge. No directional bias, just structural mispricing. This particular opportunity has since been resolved — but I believe the exotic market was quoting off an implied distribution similar to what Interactive Brokers derives from their option chain. I’m currently researching how that PDF is constructed and whether it creates systematic pricing differences worth exploring. #quanttrading #arbitrage #optionspricing #exoticoptions #statisticalarbitrage #hedgefunds #spxoptions #ironcondor #algotrading #tradingstrategy #marketstructure #impliedvolatility #pdfimplied #interactivebrokers #financetok #quantfinance
I built a script to monitor for—and exploit—arbitrage opportunities between an exotic SPX derivative with a binary-style payoff and standard vanilla options. The exotic paid out $1 if SPX closed within a specific range — and $0 otherwise. I used live order book data from that market and paired it with continuously updated SPX vanilla option quotes. For each exotic contract, I constructed an array of potential hedging positions using condors that approximated the same exposure. When the combined payoff of both markets exceeded $1 across all outcomes, I executed both legs — locking in a small, risk-free edge. No directional bias, just structural mispricing. This particular opportunity has since been resolved — but I believe the exotic market was quoting off an implied distribution similar to what Interactive Brokers derives from their option chain. I’m currently researching how that PDF is constructed and whether it creates systematic pricing differences worth exploring. #quanttrading #arbitrage #optionspricing #exoticoptions #statisticalarbitrage #hedgefunds #spxoptions #ironcondor #algotrading #tradingstrategy #marketstructure #impliedvolatility #pdfimplied #interactivebrokers #financetok #quantfinance
#tayruadanang #dogiadung #xuhuongtiktokkk
#tayruadanang #dogiadung #xuhuongtiktokkk
ulng #fyppppppppppppppppppppppp #foryoupage #fyp #animasi #mentahan #greenscreenvideo #ryoyamada #sepimulu
ulng #fyppppppppppppppppppppppp #foryoupage #fyp #animasi #mentahan #greenscreenvideo #ryoyamada #sepimulu

About

Legal