Category Archives: Visualization

Visualizing Volatility Sensitivity in Delta hedged gains with TI Nspire

The TI Nspire calculator is a great platform for visualizing data via interactive graphs. The built-in facility like input slider for variable value adjustment allowed dynamic visualization to complex equations, like the volatility sensitivity in delta-hedged gains used financial investment. Since this strategy involved a single call option, the volatility exposure equals the vega value of the option.

The following setup on the Nspire provided the functions to calculate the vega values.
vega1

This spreadsheet input screen stores the spot prices and the calculated Black Scholes vega values.
vega2

Finally, with the data plotting screen the graph of Delta hedged gains of volatility sensitivity is completed. An additional slider control can easily be added on it to adjust an offset variable so as to visualize scenarios under different spot price.
vega3

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Visualizing room temperature pattern with IoT

On my desk there is an IoT device that measures temperature and log data to the Internet. It is a hobby project build with Texas Instruments MSP430 series MCU, with an IR temperature sensor TMP006 (Infrared Thermopile Contactless Temperature Sensor) also from TI.

tmp006-fan2

The temperature data are published via an OpenWRT TP-Link router to Exosite which is running a partnership program with TI on IoT services.

tmp006-fan3

Last night I noticed something I never noticed before – a clear pattern of a less fluctuating period (around 19:00 to 21:00).

TMP006-fan

Possible cause: I turned off the fan to go dine out. When I’m back the fan is back on, added to the environmental factor that my body temperature and the turbulence from the fan lead to the fluctuation – just wild guess, it’s weekend 🙂