Recent Content by dennisb

  1. Implied Distribution from Skew

    your right, you can see that exact outcome in the sheet I attached, the 3th column is indeed useless. I took the example from Natenberg and now...
    Post by: dennisb, Apr 10, 2010 in forum: Options

  2. Implied Distribution from Skew

    yeah I was afraid I was going to say things you already knew, nevermind. I think I am just going to use a weighted average of IV between strikes.
    Post by: dennisb, Apr 10, 2010 in forum: Options

  3. Implied Distribution from Skew

    Yes I mean programming language, I presumed you did some programming yourself. I write my charts in java but I think it is very doable in excel...
    Post by: dennisb, Apr 7, 2010 in forum: Options

  4. Implied Distribution from Skew

    Erol do you know how to get the implied distribution curve for one given IV? If not I am willing to explain in detail, I learned a lot since you...
    Post by: dennisb, Apr 6, 2010 in forum: Options

  5. Implied Distribution from Skew

    I managed to draw the annualized lognormal distribution curve of one strike with underlying at 351 with 0.20 IV, see attachment but I am...
    Post by: dennisb, Apr 3, 2010 in forum: Options

  6. Implied Distribution from Skew

    I still dont understand the difference guys, I understood that the distribution curve is always the same but according to the suggestions I guess...
    Post by: dennisb, Apr 1, 2010 in forum: Options

  7. Implied Distribution from Skew

    In what sense differs the implied distribution from the implied deviation wich is the inverse log of IV/√days?
    Post by: dennisb, Mar 30, 2010 in forum: Options

  8. LOSING traders - How much money and time have you lost?

    I won 8000 euro in the casino in one night with punto banco, played the martingale system and was just very lucky I guess that one night. I lost...
    Post by: dennisb, Mar 27, 2010 in forum: Trading

  9. Spotting a trend

    renko charts provide clear trend vision , you could make bricks first and work with them instead of a bunch of quotes...
    Post by: dennisb, Mar 22, 2010 in forum: Technical Analysis

  10. daily and weekly options

    since a few months interactive brokers have aex daily options, aex weekly option strikes are updated earlier also since then
    Post by: dennisb, Mar 9, 2010 in forum: Options

  11. Automated Trading Needs

    I am also working on recovery, logging all input and read it back on startup should do it. Not that big of a deal I guess.
    Post by: dennisb, Jul 28, 2009 in forum: Hardware

  12. How can I force myself to make less trades??

    automate and sleep during RTH ;)
    Post by: dennisb, Jul 21, 2009 in forum: Psychology

  13. How to build an Automated Trading System

    I am also automating my trades at the moment. If you want to be as flexible as possible I suggest you write everything yourself. With that I mean...
    Post by: dennisb, Jun 17, 2009 in forum: Automated Trading

  14. data visualization solutions

    I write my own charts in java, very flexible and I enjoy programming them. First I used a framework, JfreeChart, but it cost me more time to make...
    Post by: dennisb, Jun 10, 2009 in forum: Data Sets and Feeds

  15. IB orders not executed

    I have some code that tries to execute market orders through TWS API. That doesn't have any effect if the symbol is not visible in TWS, even if it...
    Thread by: dennisb, Jun 2, 2009, 1 replies, in forum: Automated Trading