14 Jan 2019

I should boulder more, but I hate the feeling of falling onto the mat on the first move with 10 people watching.

Rebecca on the ground as she falls from a indoor bouldering problem.

But as my friend says, “It has a purpose”.

Looking up at a man bouldering in a indoor gym.

climbing photography

14 Jan 2019

The implied volatility is the single most important descriptor of options contracts. There are generally a large number of available contracts given the different strikes and expiries for a given underlying instrument. Generally a table of options contracts quotes looks like this:

grid showing options prices

The table above is still excluding the majority of strikes & dates. You can often see different patterns of implied depending on the beliefs of market participants. Future political or corporate events may show up as bumps of IV. Differences in concerns or beliefs about the future risks of the underlying may show up as a skew.

I’ve often wanted to view this visualized as a 3D surface, however, I’m to poor to be able to afford a Bloomberg Terminal. I worked on a 3D surface viewer using exported CBOE pricing data that can be run on the browser. This is still very much a work in progress.

3D surface rendering implied volatility. Surface rises and turns red as volatility is higher.

You can see the surface, but it’s mega ugly in certain parts due to illiquid pricing. In addition to adding more analytical information, I will be adding either some sort of interpolation or parameterization.

You can check out the code & try it out for yourself on github https://github.com/hyobyun/VolSurface

finance software-engineering

05 Jan 2019

Rock climbing crew hiking out next to rocks, with rope on backpack.

After a long day of climbing, the last thing you want to do is walk a mile or two uphill, but it makes the food after that much better.

climbing photography

13 Oct 2018

Man hanging high in the air on a rock climb. Bruce looking very pleased after the traverse pitch on one of my favorite Seneca climbs, Pleasant Overhangs.

climbing photography

23 Sep 2018

The American Alpine Club hosts a series of climbing festivals called the Craggin’ Classic around the country - we went to the one in the New River Gorge. We got there a few days early to get some climbing in before it would become too crowded.

One of the Climbs we had in mind was Orange Oswald (5.10a). In a previous trip, Rebecca had attempted it as the last climb and wasn’t able to complete it. We rushed to it first thing in the morning to give it a go.

Rebecca rock climbing, hanging by one hand.

Rebecca resting near the crux. Photo by Carol.

She got the redpoint!

Rebecca getting lowered after a climb. Smiling.

After the send. Photo by Carol.

Group of people laughing and driking on a sofa at a restaurant.

The group at waiting for a seat for Secret Sandwich Society, at the Grove. One of the best parts about climbing is the beer and the food after.

Bobby on the start of Fantasy.

Party outside at night with smoke and colored lights. The party at the last day of the festival near a few bouldering problems.

Climber low on the ground at night lit by headlamps.

Booze & Boulders - Can’t go wrong.

31 Jul 2018

Rebecca and I at the top of a climb. You can see a sea of green trees below.

Rebecca and I decided to climb the Green Wall  for our first Seneca Climb. A 5.7 sounded like a nice easy way to get into Seneca - it ended up being not as casual as I’d like to admit. Anyways, we made it to the top … and back down. Here is a gif Google Photos made of Rebecca coiling the rope.

Animation of rebecca coiling a rope over her neck at the base of a climb.

climbing photography

31 May 2018

We were in Boulder, CO one day, and we decided that we should climb one of the iconic Flatirons. Many were closed due to Raptor Nesting, so we chose to climb the East Face North Side of Seal Rock, rated at a cool 5.4. I noticed that the Flatirons were very popular for soloing, but I had trouble understanding why.

Looking up at a gently sloped rock climb.

Soon enough, I found myself doing 50 feet run-outs, and putting gear in because “I probably should”. At parts, I was literally jogging along the rock. God forbid, I’d be seen with a generous double-rack on this climb.

Man in the middle of a rock climbing making the peace sign with his hand. You can see the boulder flatirons in the distance.

Nonetheless, we fully (& well protected) enjoyed the 4 pitches of Seal Rock w/ great views of Boulder, CO.

Landscape shot of boudler and the flatiron rocks to the left.

We made it to the ground just in time to meet up with our friends for lunch.

Looking down at a man rapelling, frowning, with a hundreds of feet of air below him.

The rappel might have been scarier than the climb.

climbing photography

28 Feb 2018

Man belaying/holding a rope on red rocks, with snow covered mountains in the background below a clear blue sky.

climbing photography

05 Feb 2018

Ryan and I set out to climb Unimpeachable Groping on Feb 5th 2019. It is a 7 pitch 5.10b climb at Juniper Canyon in Red Rock.

Man hiking to a large sandstone rock formation/mountain in the distance.

The above photo was taken on the start of the long hike in. The approach itself had more than 1000 feet of elevation gain, which was more than the elevation gain of the climb we were going to. At the end of the hike, I was so tired that I doubted if I could climb a single 5.10 pitch, let alone 7.

Ryan smiling, sitting in the middle of a shelf ona  rock climb.

A portrait of Ryan. We rested on this nice ledge for a while before pulling the roof, which looked more intimidating than it was.

Black and white silhouette of mountains casting a shadow across the landscape.

Taken on the top of pitch 6 of Unimpeachable Groping at Red Rock. The sun moved behind the wall we were climbing, creating the outline of the peaks on the landscape. We figured we should start heading down to take advantage of the light we had left.

Picture of two people setting up rapelle. A coil of rope is being handled while hundreds of feet in the air.

Unfortunately, I didn’t have proper gear to shoot the sunset properly on the rappel down. You’ll have to see it for yourself.

photography climbing