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Is anyone willing to forward me their actual trades with the historic trends so i can further test the algorithm to compare actual?
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this include the higher order Greeks which really proves to be instrumental with strategies.
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it is based on a regression model and time series. as long as there are no shock events, it seems to be a more efficient pricing model
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been working an a comprehensive options pricing model using a design that has a component of volatility that is partially forecasted
