Like Bayer and Monsanto?
You just are not able to understand that nobody in the industry does it that way and that there is a good reason for it.
Keep your shit, we have no common language.
First I thought you were disabled, so you have to use voice commands for interacting. You cannot use Alexa for this: "tell me the parameters so...
That is not what I said. Again, selling puts is equivalent to covered call writing. That is "put call parity" the most basic option pricing...
Not quite, he already owns the stock if he sells puts without leverage. That is equvalent to covered call writing (stock long + call short, put...
Right. What you do equals covered call writing (selling the call and buying the stock) and that clearly is less risky than just buying the stock....
You really confirm every prejudice one has about php programmers. Unbelievable you refuse to use the proper libraries.
Condensed data only I guess (e.g. implied surfaces and no price data of options)? I need prices to compute implied variance.
The statistically most predictable option strategy according to your definition is simply a short box (giving a credit and receiving the risk free...
Not really. Maybe regime switching with hidden markov models. Or this stuff:...
Not anymore, but this was a part of my last job.
Is that irony (i am not a native speaker)? A few years ago we tested it at my former employer. Wasn't really successful. Sornette published a...
From what I understand, the code is actually working but crude. He is optimizing over 7 parameters instead of what Sornette proposes in his...
There is some R Code at R-SIG-Finance: https://stat.ethz.ch/pipermail/r-sig-finance/2009q3/004639.html
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