Recent Content by neuralmarket

  1. Predicting HV - Thoughts on a Trading Model

    Hi all, Thanks for commenting, this discussion has been helpful and I appreciate everyone's feedback. RE: the comment about Binomial...
    Post by: neuralmarket, Sep 12, 2007 in forum: Options

  2. Predicting HV - Thoughts on a Trading Model

    Nitro, thanks. I use a similar method and model in trading FOREX and have had good results. I wanted to see if I can do the same in HV and apply...
    Post by: neuralmarket, Sep 11, 2007 in forum: Options

  3. Predicting HV - Thoughts on a Trading Model

    Do you mean Butterfly trades or something else?
    Post by: neuralmarket, Sep 11, 2007 in forum: Options

  4. Predicting HV - Thoughts on a Trading Model

    IV, there in lies my quandry. My accuracy has been from taking samples from my data and overlaying the model on top of it. From those...
    Post by: neuralmarket, Sep 11, 2007 in forum: Options

  5. Predicting HV - Thoughts on a Trading Model

    Yes I'm using 5 day realized HV and then predicting one week (5 days) ahead. The model is re-optimized on a weekly basis because volatility, is...
    Post by: neuralmarket, Sep 11, 2007 in forum: Options

  6. Predicting HV - Thoughts on a Trading Model

    Hi All, I'm a relatively newbie to the world of options but I have a strong mathematical background. I've built a pattern recognition neural...
    Thread by: neuralmarket, Sep 11, 2007, 40 replies, in forum: Options