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  1. F

    how to read the gap when you do swing trading?

    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 !
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    How to adjust the index when the constituent socks is deleted

    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!
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    Spread (pair) trading question

    c0in,how to caculate the Equilibrium value Cointegration coefficient Sigma?
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    Best Option Analyzer/Software

    how about optionoracle?
  5. F

    HV and IV

    any lineral relationship between them? on the expire day ,Will V be equal to HV?
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    any software plot historical volatility and implied volatility on intraday chart ?

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

    any software plot historical volatility and implied volatility on intraday chart ?

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

    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?
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    option pricing question

    does implied volatility have correlation with historical volatility? any formula to calculate implied volatility with historical volatility?
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    option pricing question

    MTE£¬does that mean in the short term the price option is affected by the implied volatility and stock price?
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    option pricing question

    could I calculate the implied volatiltiy with tradestation?
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    option pricing question

    I mean option price,tradestation could calcualte the option price. inputs: MyAssetType( 1 ), ExpMonth_MM( 0 ), ExpYear_YYYY( 0 ), StrikePr( 0 ), Rate100( 0 ), Yield100( 0 ), ForeignRate100( 0 ), Volty100( 0 ), PutCall( Put ), EuroAmer01( 0 ) ; variable...
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    option pricing question

    thank you MTE ,if the value caculated by the software does not equal to the real market price, then what causes the difference?
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    option pricing question

    S = stock price X = strike price t = time remaining until expiration, expressed as a percent of a year r = current continuously compounded risk-free interest rate v = annual volatility of stock price (the standard deviation of the short-term returns over one year). See below for how to...
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    option pricing question

    usually the implied volatility is caculated at the end of the day, is there any software to calculate the IV with realtime?
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    option pricing question

    thank you I mean could short term volatility e.g 15 minute affect the price of option?
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    how to trade the volatility?

    if two symbols is highly correlated and their volatility ratio varys around a fixed numer,e.g 1.5, how do you trade the volatility?
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