User:Ronnotel

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Userbox Personal This user comes from the United States of America. This user lives in or hails from Chicago. This user is a financial engineer. MIT This user attends or attended the Massachusetts Institute of Technology Cal This user attends or attended the University of California, Berkeley This user is of Finnish ancestry. dad This user is a father. Programming This user is a software engineer. c#-4 This user is an expert C# programmer. ST This user can program in Smalltalk. c++-3 This user is an advanced C++ programmer. java-3 This user is an advanced Java programmer. sql-3 This user is an advanced SQL programmer. Perl-3 This user is an advanced Perl programmer. html-2 This user is an intermediate HTML user. css-2 This user is an intermediate Cascading Style Sheets user.

Thanks for visiting my user page.

I am a software professional working in a small proprietary trading firm. My interests include high frequency computing, algorithmic trading models, volatility modelling, and the C# programming language.

[edit] Articles initiated and/or substantially revised

• Basis (options)
• Butterfly (options)
• Conversion (options)
• Delta neutral
• Exercise (options)
• Expiration (options)
• High frequency computing
• Implied volatility
• IronPython
• Pin risk (options)
• Reversal (options)
• Stochastic volatility
• VIX
• Volatility arbitrage
• Volatility smile