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implied, realised and historical volatility?
The relationship between implied and realized volatility http://www.cls.dk/caf/wp/wp-23.pdf Q 1.3 REALIZED AND HISTORICAL VOLATILITY In this study, we want to examine the relationship between volatility implied by an option price and subsequently realized index return volatility. We... -
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How to be a Guru in 10 easy Steps
OK, I am now convinced and I want to become a Guru. How much for your course? And give me your number to call, please! :D- OddTrader
- Post #14
- Forum: Psychology
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Fooled by Randomness
There is a new book to be released soon: Foolish by Randomness! :D -
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Forecast volatility
FORECASTING OIL PRICE VOLATILITY http://scholar.lib.vt.edu/theses/available/etd-5398-184344/unrestricted/etd.pdf http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.10.6173 Q Conditional Heteroskedasticity in Asset Returns: A â Nelson - 1991 Modeling heteroscedasticity in... -
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Forecast volatility
Thanks for very interesting stuff: http://vlab.stern.nyu.edu/ "Rob Engle's Volatility Laboratory The Volatility Laboratory provides real time measurement, modeling and forecasting of financial volatility and correlations for a wide spectrum of assets. Vlab blends together both classic... -
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Options Trading: Man vs Machine
IBM Teams With TD Securities on Super-Fast Options-Trading System http://www.itbusinessedge.com/cm/community/news/vam/blog/ibm-teams-with-td-securities-on-super-fast-options-trading-system/?cs=31739 Q IBM worked with TD Securities to develop an extremely fast options-trading system â... -
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Options Trading: Man vs Machine
IBM Unveils Prototype of World's Fastest Financial Analysis System --- First-of-a-Kind Research Collaboration Achieves 21 Times Performance Improvement http://www-03.ibm.com/press/us/en/pressrelease/27184.wss " ARMONK, NY - 09 Apr 2009: Today, IBM (NYSE: IBM) unveiled a revolutionary... -
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Forecast volatility
Anyone would have got any comments on these books? -
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What's the highest IV in the past? Why?
I am reading someone believed the highest IV during early last year can be over 450% caused by the financail crisis. -
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Forward volatility calculation.
A very interesting thread indeed! :) Unsure how much it's practically useful yet! -
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Should one sacrifice common sense for profitable system?
Should one sacrifice logics for profitable system? :) -
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Are Synthetic Options Truly Equivalent Options?
http://www.elitetrader.com/vb/showthread.php?s=&postid=2549982#post2549982 "7. If you drop a dead cat far enough, it will bounce " :D -
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Useful Quotes related to Options Trading
" MURPHYâS LAWS FOR COMMODITY TRADERS 1. It is morally wrong to allow a sucker to keep his money 2. Everyone has a trading strategy that wonât work 3. For every expert who says prices are going up, there is one who says they are going down 4. If you can drink it, donât trade it 5... -
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Are Synthetic Options Truly Equivalent Options?
According to McMillan, "Equivalent strategies have same profit potential. For example, owning a call is equivalent to owning both a put and the underlying instrument. ... However, the call purchase has a much large probability of losing 100% of that investment." -
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Are Synthetic Options Truly Equivalent Options?
Found today: http://www.elitetrader.com/vb/showthread.php?s=&threadid=84028&perpage=40&pagenumber=2 -
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Useful Quotes related to Options Trading
"If you can't be an independent thinker, you won't make it in this business. If you have to listen to others, this is the wrong job for you. You can't just copy and paste a trading style from someone else and make millions. Trust me, it's not that easy. You know Metooxx had a great line from...