This implies that at any given time there are possibly many technical analysis methods which work and can make you rich, but which may not work as...
Have a look at John Ehlers web site. http://www.mesasoftware.com/fftcomparison.htm
But cheap and expensive are relative terms, not absolute. What's expensive can become more expensive, and what's cheap can become cheaper (bounded...
Taleb doesn't use or offer any alternative analyical frameworks, because he knows they are all bullshit when extreme events happen. He keeps it...
The actual odds are unknowable since there are too many variables to account for. One has to make assumptions, such as prices moving in a...
The failures of the normal distribution are well known, and this is what Taleb has become famous for dispelling. However a financial law of the...
Once you normalize IV data relative to strike price, volatility, and time, smile structures are remarkably stable. This smile structure can form...
Markets are highly fractal in nature. I can show you bar charts of daily, weekly, or 5 -minute data, and you couldn't tell which one is which.
Consistently making money in options (or any other tradable vehicle) hinges on being right. That could be direction of the underlying, direction...
As I heard him describe once, the idea is to take no risk, and at the same time take large risk. His execution of this would be to buy T-Bills,...
There is one way, and only one way to make a stock go up, and that is to buy it. Therefore, to answer the question, the stock is up because...
Is it really any wonder to any of you that nothing exists to allow you to predict the future with anything better than 50% accuracy.
The market tends to be fractal in nature, so it doesn't matter so much which time frame you pick.
The way to compare historical IV with current IV is to normalize the volatility surface across strike, time and IV. Reference the work of Robert...
Your ratio could be 10/90, but what you want from a system is positive expectancy. Also related to expectancy is payoff, which is the probability...
It comes out of the mathematics of options pricing.
To calculate the actual odds at expiration (and under a perfectly Gaussian distribution assumption), put these formulas into Excel. std. devs....
Point your computer to the OpenDNS servers, instead of your ISPs. 208.67.222.222 208.67.222.220
Here is the math: stdev = (ln(future_price/current_price))/(volatility*sqrt(days_til_expiry/252)) probability = normsdist(stdev) The...
Look, only one of three outcomes is possible in a strangle: 1) The price of the underlying is above the higher strike at expiration 2) The...
Separate names with a comma.