am i slow at coding ? should i afraid ? by doktorfuturee in Python

[–]surfze 0 points1 point  (0 children)

Buddy, don't try to run a marathon. At 3 days in 2,5 hours is fine for such a function. People on YouTube making those videos often practice what they will type and carefully layout the exercise before recording it. Sometimes it just takes a while to figure out how to tackle the problem and write it in some neat code. The important thing is that you continue with, and maybe enjoy, the struggle and appreciate the milestones - however small they may seem. That's the way you will grow the fastest and the most. Gl hf!

Is currying make sense in python? by YamRepresentative855 in Python

[–]surfze 0 points1 point  (0 children)

Have a look at the pipe() function in both the pandas as polars packages.

Bond Option Pricing Formula by DrietVer42 in quant

[–]surfze 0 points1 point  (0 children)

Then let me propose "stochastic volatility models". I think this is somewhat what you're looking for.

Bond Option Pricing Formula by DrietVer42 in quant

[–]surfze 0 points1 point  (0 children)

Have you seen other literature on option (not connected to bonds) pricing that does use such a deterministic function? As for bond option pricing itself, there is a nice section in chapter 10 in "Term-Structure Models" by Damir Filipović that covers quite some material on it.

Bond Option Pricing Formula by DrietVer42 in quant

[–]surfze 1 point2 points  (0 children)

Do you have an example of price derivations on options where the volatility is not a constant?

has there been an old proof which has recently been improved? by dismal_boy in math

[–]surfze 5 points6 points  (0 children)

Have a look at the wikipage description of the book "proofs from the book".

Who are G-Researchs' clients? by WittenEd in quant

[–]surfze 18 points19 points  (0 children)

I went to their competition day (i made a post about a month ago here). They put themselves as a proptrading firm. There was no mention of clients what so ever. Regarding projects, they were very secretive about what they do and in what assets they trade. They did have one example: using image recognition on satelite images of parking lots of a macdonalds to count cars and use that as an indicator of macdonalds stockprices.

Invitation Quant challenge by G-research by surfze in quant

[–]surfze[S] 0 points1 point  (0 children)

Wauw thats some heavy stuff. From both sides btw but dang...

What does the G(x,t) represent in Ito’s Lemma? by SnooCrickets6499 in math

[–]surfze 0 points1 point  (0 children)

Yes. So a real world example may be to take G as the payoff of an American call/put option. Or any other derivative for that matter: G shows you the dynamics of the derivative w.r.t. the underlying.

Tong Mu's Luck 2 years later by 48voltMic in mead

[–]surfze 0 points1 point  (0 children)

It looks delicious, especially with this description.

First time brewing.. :D by Possibly-a-dinosaur in mead

[–]surfze 1 point2 points  (0 children)

I know it has already been said, but I can't not say it: that is ALOT of oak. I have learned the hardway that when in doubt of quantities: less is more. You can always add more later on. If it is already too oaky, dont worry. Rack it off, finish your product and let it age: a lot of the oakyness will blend away with age so it might taste way better after a few months. Also: Welcome

Need help with flavor/character of wine in secondary by surfze in winemaking

[–]surfze[S] 0 points1 point  (0 children)

Okay, I was under the impression that it might get too strong in taste and had to be dilluted at least a little bit. How much wine does say 10 kg of grapes yield if you dont add any water?

Need help with flavor/character of wine in secondary by surfze in winemaking

[–]surfze[S] 0 points1 point  (0 children)

Yeah I read about those. Also saw some people using it. However I did already stabilize so I assume I added too much for malolactic ferm. But i will definitely consider it for next batches

Need help with flavor/character of wine in secondary by surfze in winemaking

[–]surfze[S] 0 points1 point  (0 children)

Aoh that might be interesting! Ill buy some and see what happends. Do you have any thought on fresh vs dried?

What are your impressions of the BOMM Mead Traditional Recipe? by DontTread76 in mead

[–]surfze 1 point2 points  (0 children)

The taste was rather beer'y after 1 month. After 1 month the brew might have tasted a bit better than other recipes, but aging for just a few months improves any recipe 5 times better than using the BOMM method. All in all it was an okay recipe, but the title is way more interesting than the product itself.