volatility-modeling

Implied vs Realized Volatility: Reading the Gap By Shakti Tiwari · Educational only · Not investment advice This article explains implied vs realized volatility: reading the gap from first principles. No live market numbers are quoted; the structure is what lasts. Why this matters Implied vs Realized Volatility: Reading the Gap is one of those subjects that sounds simple until you implement it, a…

Volatility Surface Basics: Term Structure Explained By Shakti Tiwari · Educational only · Not investment advice This article explains volatility surface basics: term structure explained from first principles. No live market numbers are quoted; the structure is what lasts. Why this matters Volatility Surface Basics: Term Structure Explained is one of those subjects that sounds simple until you imp…

How chartered accountant Manikandan K traded discretionary decisions for systematic research, discovered volatility modelling through EPAT, and now chases alpha as an independent quant.

A comprehensive quantitative analysis of Alibaba's severe multi-sigma equity drawdown as of June 2026. Explores statistical return modeling, geopolitical risk premiums, market microstructure dynamics, fundamental factor deterioration, and the mathematical frameworks underlying the catastrophic repricing event. 📊 Deep Research Topics: quantitative finance, investment analysis, financial educatio…

Around 2014 , I proposed a few Bachelier implied volatility “solvers”. The first one was inspired by Steven G. Johnson’s Faddeeva package for the complex error function: it used a piecewise Chebyshev polynomial representation to have a near machine accurate representation of the Bachelier implied volatility. Why did I put “solver” in quotes? Because the problem can be reduced to a 1D function rep…