This month marks one year since President Trump began rolling out some of the most sweeping immigration restrictions in ...

How did commodities perform compared to major asset classes in 2025? Based on Bloomberg Commodity Index (BCOM) data, this look-back highlights volatility spikes, tariff impacts, metal market ...

In this in-depth analysis, we’ll examine how to exploit recurring intraday movements in futures markets for metals. The reference basket includes several underlying assets, but the focus will be on ...

The central fact of financial industry compensation is that agents get a call option on their principals’ returns. If you give me a billion dollars to manage, and I turn it into $2 billion (a 100% ...

Abstract: Scattering media disrupt the rectilinear propagation of light, significantly degrading the resolution and clarity of optical imaging systems. Current scattering imaging techniques usually ...

Market environments can be divided into two types: Hedge-Advantaged Markets and Potential-Pivot Markets. Today we're in the latter type. When VIX and S&P IVs exceed 20%, markets are typically down, ...

This project explores yield curve dynamics using the Hull-White One-Factor (1F) and Two-Factor (2F) models. These models describe the evolution of short-term interest rates and are widely used in ...

In this article, we delve into the concept of volatility and explore intriguing opportunities to use it to our advantage. Generally, volatility refers to the magnitude of price fluctuations relative ...

Pull requests help you collaborate on code with other people. As pull requests are created, they’ll appear here in a searchable and filterable list. To get started, you should create a pull request.

Volatility modeling is no longer just about pricing derivatives—it's the foundation for modern trading strategies, hedging precision, and portfolio optimization. Whether you're trading gold futures, ...