G is a normally distributed random variable with known parameters. I can see the dependence empirically.
What about the dependence to G?
It's already there, but no answers :(
IV should work too, but I think ATR gives better results. There are probably also other metrics that can be used as input but in any case the...
Hello, I want to maximize P(ATR(t+1) | G(t)) i.e compute the most probable ATR for next period t+1. G is gaussian distributed with known...
I have a pretty good knowledge of the various spreads but I don't seem to find a strategy to play expected range on less than monthly time frame....
Thank you! What strike should I pick? ATM? And if your opinion is different from the market expectation, how do you trade it?
I meant absolute move! :)
From a given 2) (implied vol) how can I compute the expected activity/range in $? Assuming the trader can price #3 better than the market, how...
Hello, From the option price how can I compute how much the market expects the underlying to move over the next quarter, the next month, the...
Hello, I understand options, their pricing, the various spreads.. But I still have problems connecting some dots. Maybe you can help me....
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