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国内 ETF 期权全方面分析台

保证金 · 16 希腊 · 损益矩阵 · 波动率微笑 · RN 概率 · 对冲 — 单文件浏览器工具

自己写的国内 ETF 期权交互分析工具。单 HTML 文件,覆盖六个 ETF 标的(510050 / 510300 / 510500 / 159915 / 159901 / 588000)与 BSM 体系下的保证金、全套高阶希腊、损益矩阵、波动率微笑、风险中性概率、对冲建议。所有公式都用解析-FD 双校验,保证金按上交所官方算例对齐。为什么写这个实盘里调一个期权组合,常需要同...

Posted by Mickle on May 26, 2026

Jane Street Arch Madness 互动求解工具

9×9 弧线分割谜题 — 实时计算面积、光滑段数、score

Jane Street 的 Arch Madness 谜题，自己写的交互工具。玩法点击格子四个角之一放置弧右键取消右侧实时显示每个区域的面积、光滑段数、score 18 个数字 clue 满足时变绿全部填好时自动算最终答案在新标签页打开完整版

Posted by Mickle on May 1, 2026

Quantitative Mechanics: The Short Gamma Strategy

Analyzing Negative Gamma, Volatility Risk Premium (VRP), and IV/RV Dynamics

1. Mathematical Framework of Gamma In the Black-Scholes-Merton (BSM) framework, Gamma ($\Gamma$) is the second-order derivative of the option price ($V$) with respect to the underlying price ($S$)...

Posted by Mickle on March 4, 2026

Chase amazon prime credit card

"大通银行亚马逊申请策略"

Amazon Prime Student & Prime Rewards Visa Strategy Amazon Prime Student offers a deeply discounted membership at $7.49 per month or $69 per year (≈$5.75/mo), compared to standard Prime at $14....

Posted by Mickle on July 18, 2025

Hall of Mirrors 3

"Jane Street puzzle"

Hall of Mirrors 3 (March 2025 : Puzzle) The perimeter of a 10-by-10 square field is surrounded by lasers pointing into the field. (Each laser begins half a unit from the edge of the field, as i...

Posted by Mickle on March 23, 2025

Blackjack strategy

"廿一点策略"

Blackjack Strategy 1. Basic Strategy Calculation (Picking the right horses / choosing the best stocks) 1.1. Expected Value (EV) for Each Action The optimal strategy is derived by calculating the...

Posted by Mickle on February 23, 2025

Failure to start kernel due to failures in importing modules from files

"VScode 无法 start kernel"

Content Website: https://github.com/microsoft/vscode-jupyter/wiki/Failure-to-start-kernel-due-to-failures-in-importing-modules-from-files Sometimes, the inability of a kernel to s...

Posted by Mickle on January 27, 2025

GSA Spark summary

"GSA Spark 比赛总结"

Details Day 1: Very simple, just write python code to sum the numbers between 1 and n. Day 2: Using Bayes’ Theorem to Calculate Posterior Probability Bayes’ Theorem Formula \[P(A|B...

Posted by Mickle on January 11, 2025

Follow Verification

"Next Generation Information Browser"

This message is used to verify that this feed (feedId:75601763499678720) belongs to me (userId:73599764313854976). Join me in enjoying the next generation information browser https://follow.is.

Posted by Mickle on November 2, 2024

Hello world

"Hello World, Hello Blog"

Hello world!

Posted by Mickle on October 29, 2024

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