Hello and welcome to Macroption, a website about options, volatility, and quantitative finance.
My name is Petr Houstecky. I have created all the calculators and tutorials.
This page explains my background, and how this website came to existence.
My Finance Background
I studied economics and finance, and started my career in asset management during the exciting years of 2006-2009. My primary role was in equities, but I also directly worked with fixed income and forex. More on LinkedIn.
My preferred approach to the markets has always been rather quantitative and systematic, and more top down (macro) than bottom up, which is also why I left the above job and started freelancing.
How Macroption Started
This website first started in 2009, on a different domain, as a collection of my notes while studying for the CAIA and CFA exams (I passed all the levels, but don't hold the designations).
In 2012 I moved it to the Macroption domain. I never intended to start a business of selling option calculators. All originated from spreadsheets I had built for my own use. After different people enquired, I shared my spreadsheets on a one-to-one basis. Eventually I decided to clean them up and offer them as standardized products.
So far, customers from more than 70 countries and diverse backgrounds have bought Macroption calculators – including bank professionals, financial advisors, lawyers, academics, trading companies, and individual investors of all experience levels.
The calculators have evolved over the years, also based on customer feedback. If you are a customer and have something to say, please do so. If you buy, you can access future updates for free.
Besides creating calculators and tutorials, I work as contractor, somewhere between finance and tech.
I have worked on projects of varying sizes, often related to things like financial data processing, databases, financial models and machine learning.
My main tools include Python (numpy, pandas, matplotlib, scikit-learn), PHP and various flavors of SQL, but I have worked with many other languages and techs. I often work with APIs, big CSV files, or data scraped from the web.
If you think I can help with something, see more details on services or send me a message.
I am mostly based in the Czech Republic (Prague), but have lived/worked/studied in a number of places, including Denmark, Austria, Spain and the UK. I am open to traveling or relocating for bigger projects.
Legal contact information: Petr Houstecky, Korunni 2569/108, Praha, 10100, Czech Republic. Business ID 76488462. Registered in the Trade Licensing Register.