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还在用肉眼看k线做期权,你知道期权也可以做量化吗?_城市资讯网

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开着三轮车参加F1赛车比赛...普通A股可以做量化,你知道期权还可以做量化交易。这个视频给大家解密期权如何做量化。�期权不是普通金融产品!它是金融界的"多维宇宙":每只期权同时受5大核心变量影响:标的价格(S)行权价(K)到期时间(T)无风险利率(r)波动率(σ)人脑根本无法同时处理这么多变量!想象一下:一个普通的期权组合可能包含几十甚至上百个合约,每个都有不同的到期日和行...

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