Petch's Investing Blog

A repository showcasing my research in quantitative finance, statistics, trading systems, and market analysis. Open to professional inquiries.

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RESEARCH Related Posts

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High Win Rate vs. High Reward-Risk: A Monte Carlo Perspective
2025-10-06research
#win rate#reward-risk#probability#monte carlo
Quantitative Research: Reversion Patterns in Intraday Pair Trading
2025-08-21research
#reversion#daytrading#pair trading
Extracting Market Expectations: Reversing the Binomial Option Pricing Model
2025-02-20research
#options#volatility#spy#probability distribution
Intraday Dynamics: Reversion vs. Momentum
2024-12-27research
#reversion#daytrading#momentum
The SABR Model: Correcting the Smile or Masking the Problem?
2024-11-05research
#options#volatility smile#sabr model#black scholes
Evaluating Calendar Spreads: Perspective on Complexity and Sensitivity
2024-10-08research
#options#volatility#black scholes#calendar spread