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The strike price of the options would be away from the current price by alot. My interpretation of the strike price for a 20 sigma event call option sigma = (StDev(Close,10) * 20) + Close; Ticker Date/Time change sigma Close ^GSPC 2/14/2006 1.1128 1419.41 1275.53 A 2/14/2006 1.28919...

Hmm, I didnt even think they sold those. They could be 50% away from the current price.

Can someone explain what sigma refers to in the context of an option? Taleb mentions this in his recent interview with Trader Daily. Specifically, how far out of the money are his options? Im familiar with gamma, delta, rho, etc.. but sigma doesn't show up in my options book - (by Haug, The...

Anyone know a good source for Indian historical stock data so I can backtest? If someone has a ticker list for India to donate, that would be great. Thanks

Probably the turnover within the timeframe they use is higher than 1. Say the stock turns over in 1 day more than the float, or in a month, and all those institutions reported having XYZ % of the company on any given day.

amibroker can do it. Use free EOD data from yahoo.

Trend Following by Michael Covel The Trading Tribe by Ed Seykota that about covers it

use ATR and point value to determine equivalent risk for different products.

Portfolio123.com translates fundamental news to trade on once you specified what the fundamentals mean to your system.

seykota says in the trading tribe. Your real trading system is the emotions you fail to acknowledge. But he also recommends not daytrading, so figure it out.

http://www.poweropt.com/optionable.asp

Well, I stand by what I say. JMHO

I worked at the Hamilton office, in 2004. The operation could be described as a boiler room. Nick Jackson, who has probably since moved on because he couldnt trade, was the proprietor at the time. Im doing you a favour by saying dont waste your time there. It also does not look good on a...

Bad choice. I'd have more respect for you if you were at Tim Hortons or Kinkos, even McDonalds. JMHO

http://www.theaustralian.news.com.au/common/story_page/0,5744,18106914%255E2703,00.html supports your theory

amibroker

you could do it in amibroker, just add the code to a new system that uses all the functions of both systems.

IB or Bust

Maybe this is her way of marketing to a slew of uninformed mid 40s dreamers who think they can make 200% return a year if they attend her seminar and learn about her patent pended trading strategy.

http://investdb.theglobeandmail.com/invest/investSQL/gx.index_gla?pi_symbol=TSX-I&pi_action=ACTIVES This should be what you looking for