The implication of the volatility change is different for the seller of European Style options. Don't you think so? Such a seller does not have...
As in the OP of mine stated: does the European Style options seller need to take care of the (future) development of the volatility (IV and/or HV...
Hmm. not sure I get your point. I'm recapitulating: Early exercise by the options buyer leads to early assignment of the options seller. This...
If the markets were continous, ie. 24/7, then there would be no overnight and weekend gaps. If one can eliminate these risks, and can monitor the...
Some further info about the announced free European Style options selling system with simple hedging (no delta-hedging): The system, as it will...
No, Mister! Please read again: what I said is specific to selling of options of the European Style only... Do you understand now, and do you see...
Thx. I'll post it publicly here if there is enough demand and interesst. :D
It is a provable system, everybody can verify it with some basic maths. Ie. mathematically it is sound, but application in the real markets is a...
Would you be interessted to learn a mathematical trading system that guarantees at least 180% p.a.? Ie. with zero risk! But only if you can apply...
Drawdown I know very well, but mark-to-mkt I would need to lookup first... So, what is your point? Mark-to-market accounting...
TA = "self-fulfilling prophecy" :D Well said, I too had the same thoughts about it. It works (mostly) just because the TA crowd follows it... :D...
Are you also mentally capable to explain what exactly you find wrong in my statement? Because otherwise I won't know or understand my error, if any.
Does your mathemetical model also use hedging? Since the earth is round, then there would always be enough action present in a 24/7 market...
For a timely hedging, ie. perfect hedging, a 24/7 market would be needed. I've a hedging system where I need to close the hedging position (in...
Welcome in gangstas paradise, bro! :D
I came to the conclusion that for successful "mathematical" trading one needs a market that is "continous", ie. without any overnight and weekend...
Hi, Time Series Analysis (TSA) promises extracting from the data all and each of the following components: 1) trend component 2) seasonal...
Hi, what is your practical experience with Kalman Filter? Is it worth to learn for the domain of finance, markets, trading system development?
My solution is: - average variance of the 9 items: (4 / sqrt(9))^2 = 1.77778 - total stddev of the 9 items: (9 * 4) / sqrt(9) = 12 I'm not...
I just seek an answer to the specified 2 specific questions of mine in the initial posting. I have no problems with z-scores aka normalisation etc.
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