Eurex Intraday Volatility Forecast

[ssp729]

Like, if you start with $100.000, in one year how much did you make

 

[ZBZB]

Take the margin requirement and divide by the premium received and annualise.

 

[ssp729]

I think i wil give a try on the Fishback ODDS method

 

[ssp729]

it is not infallible but it is a 94.3% chance and you can buy a one tick option as hedge e.g credit spread

Could you please, just give a real example, for me to understand better?

 

[ZBZB]

Could you please, just give a real example, for me to understand better?

You have to do some work yourself.

 

[tommcginnis]

You have to do some work yourself.

Your research is your license to drive. Nobody wants to give you the keys to the car without it -- it's just death.

 

[ssp729]

The

Your research is your license to drive. Nobody wants to give you the keys to the car without it -- it's just death.

I don't agree, but let's continue

 

[ssp729]

One thing that i didn't see is the accuracy of the tool, i don't know if deutsche börse tool has

 

[ZBZB]

One thing that i didn't see is the accuracy of the tool, i don't know if deutsche börse tool has

It is a calculation of two standard deviations of the historical volatility projected forward.

 

[ssp729]

I have used it, sold options outside the cone when set to two standard deviations. They are calculating historic volatility and then projecting a two standard deviation or whatever projection into the future.

i saw his video (

), telling about straddles, as i understood. He has a tool on metastock and a service on his website. I am looking better at his website