{"type":"video","version":"1.0","html":"<iframe src=\"https://www.loom.com/embed/32aac2ababe1432db6d3475a54a5f4d4\" frameborder=\"0\" width=\"1280\" height=\"960\" webkitallowfullscreen mozallowfullscreen allowfullscreen></iframe>","height":960,"width":1280,"provider_name":"Loom","provider_url":"https://www.loom.com","thumbnail_height":960,"thumbnail_width":1280,"thumbnail_url":"https://cdn.loom.com/sessions/thumbnails/32aac2ababe1432db6d3475a54a5f4d4-25a2d86134d13dfd.gif","duration":300.0778,"title":"Analyzing Portfolio Risks and Options Strategies 📈","description":"In this presentation, I discussed my analysis of high and low-risk portfolios, calculating annual returns and volatilities for each stock and portfolio. I found that stocks in my high-risk portfolio exhibited higher volatility compared to the S&P 500, while the low-risk portfolio showed better diversification. I also conducted a normality test on the stock returns, which passed after removing outliers. Additionally, I explored option pricing dynamics based on time and strike price, and compared constant versus non-constant volatility using delta hedging, with constant volatility yielding slightly better results. I encourage viewers to consider these findings and their implications for portfolio management and option trading strategies."}