This is why out of sample testing and actual trading are useful. This is why curated non-obvious data sets are important. This is how edge is...
The results are above. Looking at ~6500 announcements Jan 2020 - July 2021 we optimized signals so they were showing a signal about 2% of the...
We are testing an Earnings Trading Signals system. It had FB for a calendar: 12-Nov'21 325 vs 14-Apr'22 330. Below are the backtested results in...
No. An implied borrow that is high is when the puts are bid to the point where put call parity needs to be adjusted by the interest rate to make...
It still does not look like a short squeeze from the implied borrow rate. [IMG]
Backtesting is very difficult to do well. We have been providing the service to some of the biggest institutions for 8 years and are now offering...
It doesn't look like a short squeeze as you would normally see the implied hard to borrow (our Borrow 30 day) spike. [IMG] For example, here is a...
We have historical quotes information back to 2007 14-minutes before the close snapshot of all optionable stocks. We have 1-minute quotes...
I like (25D put IV vs 25d call IV)/ATM vol more than (25D put IV / 25d call IV) as it has some concept of the derivative, ie the distance the ATM...
If you guys have ideas on how we can improve or design an interface, we listen. We are working with ET traders on trade analysis. [IMG] Above is...
I'll talk about skew and IV a way to tell they are over or undervalued. The best way I have found to represent skew is by the slope of the IV...
Here's our order analytics (beta). [IMG] We do not have the ability yet to show fractional underlying with the options strategy. I used the...
Here's how you set up Spitsnagel's: [IMG] Universa also will close part of their hedges say down 20% or when the OTM% reaches 90% from 70%: [IMG]...
Our backtester at wheel.orats.com can be set up as below. For splits, we exit the position the day before and re-enter the day after...
We’re excited to announce the launch of the new ORATS.com! With original animations, transparent pricing, and improved navigation, it’s easier...
We have 1-minute intraday snapshots back to August 2020. It has full smooth market values SMV greeks, theoretical values, and IVs for every minute...
You can recreate this spread in FEZ in our Wheel online product. If the strikes were about -1 call at 95.7% of euro stoxx and + 2 calls x 101.8%...
There are a lot of important variables in trading. One approach we take is this: Find a good options strategy for a particular stock. For...
We use delta to produce slope. This will normalize the strikes and make the comparison better inter-month, and inter-stocks. Our Slope is up...
Yes, our skew data is available in real-time. It takes a few seconds to calculate, but yes, it is available and requires a Tradier account. We...
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