Hi, my name is Jason DiBiase. Welcome to my website, Dirty Vol Quant. I enjoy reading research papers related to volatility and derivatives and implementing them in Python. So far, the majority of my work can be found in my main project, py_op, which is a Python options research infrastructure. Please feel free to use or adapt the code.
My blogs can be found on the home page or under the Post Archive. I mainly write about volatility, but I occasionally plan to cover other topics such as efficient Python coding and mathematical concepts.
Currently I am working on: