J Jaques Jan 10, 2008 #1 Such as calculating mean,standard deviation,skewness,kurtosis,up days,down days,extreme move,VaR,RAROC,alpha,beta... Any reply would be welcome.
Such as calculating mean,standard deviation,skewness,kurtosis,up days,down days,extreme move,VaR,RAROC,alpha,beta... Any reply would be welcome.
M MTE Jan 10, 2008 #2 Statistical analysis of what? Option prices? Option trades? Or statistical analysis in general to develop an option trading system/strategy?
Statistical analysis of what? Option prices? Option trades? Or statistical analysis in general to develop an option trading system/strategy?
J Jaques Jan 11, 2008 #3 Quote from MTE: Statistical analysis of what? Option prices? Option trades? Or statistical analysis in general to develop an option trading system/strategy? More... All.Any of them.
Quote from MTE: Statistical analysis of what? Option prices? Option trades? Or statistical analysis in general to develop an option trading system/strategy? More... All.Any of them.
