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    option pricing question

    I am a newbie.In theory,the price of option is influenced by the below variables.Since the price of option is influenced by annual volatility of stock price ,so does the price of option have relationship with short term volatility ,e.g 15minutes volatility? The variables are: S =...
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    How the mini move of index future is set ?

    thank you raker I want to know how much the spread of big company like GE will influence the index ? any way to calculate it?
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    How the mini move of index future is set ?

    that is exactly what I mean.
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    Could volatility be predicted ?

    If it could be ,then how to predict it? Thank you
  5. F

    How the mini move of index future is set ?

    why the mini move is 0.25 not 0.1? thank you
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    How the mini move of index future is set ?

    I wonder !Thank you
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    Is ATR a good way to measure volatility?

    Thank you
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    why channel breakout stratey fails with tick chart?

    the volume chart of tradestation. the volume is not constant ,why?
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    why channel breakout stratey fails with tick chart?

    look at the chart ,the volume is constant,am I wrong? plz correct me.
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    why channel breakout stratey fails with tick chart?

    Yes ,I trade hsi,I don't wether it is proper to compare the 50 tick chart with 1 minute chart.becoz it is index future so tick chart is equal to volume chart.
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    why channel breakout stratey fails with tick chart?

    what do you think of the volume or tick chart? is it more easy to see trend in volume or tick chart than in minute chart?I trade Asia market ,I find it is a little easier to see trend in minute chart.
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    why channel breakout stratey fails with tick chart?

    It performs better with minute chart ,what is the reason? Thank you
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    any relationship between day range

    usually I calculate the dayrange with highest high of the day minus lowest low of the day.I find the day range expands and contracts periodicly.If the day range is great today, in the following day the day range tends to be small and vice versa . Is there anyway to verify my assumption?
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    Pyramid position based on runup

    I have an idea ,if the runup is greater than specific value,then add one more position,do you think it workable?
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    is there any cycle in volatility?

    Thank you steven what cause the volatility to increase or decrease ?
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    is there any cycle in volatility?

    do you think so?
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    Identifying Ranging Markets

    adx is good but too late and slow.
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    Analyzing Market perturbations

    seems so complicated
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    correlation and trend indicator

    one of my favorite way is to test the corretion among several trend indicator ,if they show long or short ,then It is good opportunity to long or short. anybody use the same way?
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