“The real problem of leisure time is how to keep others from using yours.” - Arthur Lacey

It is 4:00 am on saturday morning and it is raining outside. Wonderful setting to write something. So, here I go. This book was referred by Prof Stefanica, the director of Baruch MFE program . I stacked this book in my inventory under the assumption that I will read it at some point of time soon. Few backs , I had to go to Boston to visit Anoop, my childhood friend.

One reason to track Put/Call ratio is to judge the market bearishness or bullishness. However, if one juxtaposes VIX indicators along with P/C ratio, one gets a better sense of trend too. Here is more gyan on it. Link : Put/Call ratio Vs Vol Indices

CODE LIBRARY Have just started organizing the code that I have written over the last 12 months. Sourceforge is the best thing to use for such purposes. Here is the link to 100 odd classes that I written for pricing derivatives. Need to comment Finite Difference code and upload it . May be I will do it over the labor day weekend. Link to my QuantFin Library : Source Forge:Quantitative Finance C++ Library

An option writer needs to have this plastered in his room :)