amldonado147

Is anyone willing to forward me their actual trades with the historic trends so i can further test the algorithm to compare actual?

this include the higher order Greeks which really proves to be instrumental with strategies.

it is based on a regression model and time series. as long as there are no shock events, it seems to be a more efficient pricing model

been working an a comprehensive options pricing model using a design that has a component of volatility that is partially forecasted