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Re:The 0+ HFT Strategy by 1retep on Saturday May 20, 2023 @09:17PM (#36017119)
I don’t think vanilla options were invented by LTCM. But the pricing model and thereafter the popularity was.
Re:The 0+ HFT Strategy by VagueMag on Saturday May 20, 2023 @09:39PM (#36017226)
Vanilla options are hundreds of years old, but Myron Scholes (of the ubiquitous Black-Scholes pricing model) went on to be principal at LTCM.