Quantcop Ep 3: I expose the flaws of standard deviation and mean absolute deviation in risk management. These reactive models amplify noise, misguide risk-taking, and fail in adaptive markets.

Quant Cop Ep 2: Misuse of linear regression in finance, showing its failure in complex, adaptive markets. About systems science approach, treating markets like weather, not gambling.

Greek Geek Ep 3: I Covereing time-sensitive option Greeks: theta, charm, veta, color, and parmicharma. I explained their formulas and how they evolve over time, highlighting theta’s impact on option value and its derivatives.

Greek Geek Ep 2: Impact of implied volatility on option values, focusing on the Greeks affected by this factor. Explaining the concepts of vega, vanna, vomma, veta, zomma & ultima.

Greek Geek Ep 1: Options are nonlinear derivatives affected by three dimensions: spot prices, implied volatility, and time. What are those the mathematical concepts?

Quant Cop Ep 1: All about standard deviation in analyzing extreme market movements, using a real life example. Emphasizing the importance of  the math behind these calculations.