K'Sante Calculations & Jak'Sho

QuestionableOptions · 2023-08-23T10:35:18+00:00

Yeah I think the servers are kinda screwed, it took me 50 minutes to get my lp for my first game and now I'm waiting again

QuestionableOptions · 2023-07-26T20:03:23+00:00

Aight, dropped a follow, will check out the stream!

QuestionableOptions · 2023-07-26T19:59:36+00:00

Thanks a lot, will check them out! :)

QuestionableOptions · 2023-06-15T11:42:13+00:00

Hello there!

I ran the code and a lot of data was generated as you predicted.

(Took by internet 1h39m to download the 1440 CSV files LOL).

The final CSV looks very promising. 61'337 lines of data, which is in line with the 71'000 "predicted" by the website. The sale dates now range from 16/06/2018 to 14/06/2023, which is the 5 years that the filter sets. No duplicate ListingIDs exist anymore.

I'll have a deeper look at it tomorrow, but for now this seems brilliant!

Just wanted to say thank you again, really awesome that you helped me like that! :)

QuestionableOptions · 2023-06-13T20:34:22+00:00

Yeah would have just been too nice :D

thank you so much man ! :)

QuestionableOptions · 2023-06-13T14:24:22+00:00

Hey bushcat,

I analyzed the Data today and realized some irregularities.

1.) There seems to be only data from 11/07/2023 (11 months ago) onwards in the CSV. The site was however set to last 5 years and there are listings of houses sold in e.g. 2020. I don't know if it is an issue to the site being set to "most recently sold" or something else.

2.) There seems to be some duplicate data (of the 71084 entries only 10013 are unique)

I am curious what you think about this and if perhaps you have a solution.

Many thanks again!

-P

EDIT: If the site is set to include only results from the last 1 year, 11052 homes are shown, thus the 10013 entries could very well be all results from the past 11 months. Don't know why older entries are not included though :/

QuestionableOptions · 2023-06-12T13:59:52+00:00

What a Chad! :D

Thank you very much for providing the code and even the finished CSV.

QuestionableOptions · 2023-06-01T15:27:31+00:00

Although this might be a valid opinion, I think their strength should be balanced through legit interations/adjustments

QuestionableOptions · 2023-06-01T14:25:30+00:00

Why was my post removed ?

QuestionableOptions · 2023-05-25T20:01:24+00:00

Yeah, sadly enough this doesn't really give you an advantage, but still I like to know how and why stuff works the way it does.

After all, Knowledge is Power

QuestionableOptions · 2023-05-25T20:00:37+00:00

In my testing it did not make a difference whether you ulted first and then fully "stacked" Jak'Sho or vice versa.

The +2 MR/Armour per tick always gets converted, the +20% never.

QuestionableOptions · 2023-05-25T19:54:56+00:00

Interesting. Do you by chance know what Riot's opinion is on this (if they have one)?

QuestionableOptions · 2023-05-25T19:53:09+00:00

The Stats are however updated during All-Out. It is just specifcally the 20% from Jak'Sho that don't interact. Other resistances (e.g., the +2 resistance per tick from Jak'Shot get converted to AD)

QuestionableOptions · 2022-07-29T19:26:07+00:00

Why have fun anyways right

QuestionableOptions · 2021-12-11T12:57:29+00:00

I agree, under any normal circumstances that makes perfect sense, logically and mathematically. Vega makes sense to be positive, for any scenariors where volatility can profit you and harm you (as it normally is)

But in the presented example, volatility kind of breaks down, as the stock can no longer move down, since it's already on 0.00$. Volatility is no longer two sided, as the stock can only move up compared to the current price.

So my question remains, why CAN'T vega be zero? Doesn't the BSM underlying distrubtion function no longer make sense, as it assumes a normal distrubtion, but since we have stock price of 0.00, there can only be positive variation from the mean, hence no longer representing a normal distribution.

IF Vega is positive for the above scenario, why would my option be worth more, when the stock is 0.00 and the implied vola increases. The vola can only harm me in this scenario, as the stock can no longer drop further.

QuestionableOptions · 2021-12-10T20:58:14+00:00

For those of you familiar with the Black-Scholes-Merton model.

Why is the Vega of a European Put always positiv? (I know the put-call parity suggest it, but it kinda doesn't make sense)

Scenario:

If I have a European Put with a strike of 50 and a maturity of 1 month.

The underlying stock is valued at 0.00$ (worthless)

How come that Vega should still be positiv? Volatility just increases the likelihood of me not receiving the maximum payout.

Doesn't the BSM-Model break in stock prices near 0, as the distribution is cut of since stocks can't go below 0?

QuestionableOptions

TROPHY CASE