Recent content by flyingforget

thank you much!

some markets is very volatile ,HSI is such a market.it is highly correlated with S&P 500 index ,so there are many overnight gaps,how to read them thank you !

For instance,I buy&hold on 1 contract HSI future .If one constituent stocks is deleted from the pool,what is the adjustment on the hsi future,thank you!

c0in,how to caculate the Equilibrium value Cointegration coefficient Sigma?

how about optionoracle?

any lineral relationship between them? on the expire day ,Will V be equal to HV?

Pity ,no match!

Thank you Spunky,but I could not find the historical volatility and implied volatility for option in the AFL,Could you show me ?

Could any software plot the HV and IV on intraday chart with IB TWS? Thank you much!

Thank you ,if two stock prices are highly correlated and their historicla volatility ratio varys around a fixed number ,I use ATR to measure the hiscorical volatility ,how to trade their options?