It has been a while since I wrote something about options . Recently I found myself in a need for simple tool for visualizing option strategies. Option strategy is a combination of a number of option positions - both long and short - and sometimes underlyi...
A couple of days ago I started playing with F# . Although I'm VERY far from being skillful F# programmer, I am slowly moving forward. Not far ago I implemented one of the measures of association in R - Somers' D. Somers' D is sometimes used for testing conc...
Source: DW Some time ago I wrote about Somers' D measure of association . Somers' D is one of the many tools that can be used for validating scorecard models. The task of a scorecard model is to assign scores, such as ratings, to the clients (in case of cor...
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