Hi, my name is Jason DiBiase. Welcome to my website, Dirty Vol Quant. I enjoy reading research papers related to volatility and derivatives and applying mathematical methods to finance related topics. 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.
I can also be found on LinkedIn or X so if you want to reach out I am always open to chat with new people especially in the quant realm.