Agreed. However the point remains that the Black Scholes framework does not allow you to predict the future in any sense. The framework may indeed...
Unfortunately as we know Black Scholes assumes stock returns are normally distributed, which they are not. It's an art not a science. All of it....
Exactly. You need a far longer term analysis. EG here are the winning accounts for 2008. Here are the winning accounts for 2009. Did any...
Here is a simple trend following system based on simply reversing the Mean Reversion system posted previously. Provision is made for slippage and...
It would be very interesting to know whether anyone has conducted an updated survey of trading accounts. It has always been said that 95% + of...
I think providing a product to other traders is the key. People like Simons at Renaissance have made their success out of providing liquidity and...
They do. But in the end the people who profit most are the suppliers of equipment not the traders, as in the days of the Gold Rush. Sell picks and...
"to determine if IV is expensive or cheap" Rather like with PER (to high? too low?) or any other facet of the markets this is not something which...
The following are free: Quandl Alpha Vantage Both are excellent. I access both using Python but there are other options. You can still use Yahoo...
By the way, my gist has a number of options related Jupyter Notebooks, including ones designed to cope with the extremely difficult task of...
You might want to think about creating your own theoretical options data. A while ago I put a lot of work and effort into looking at Black...
Generating Theoretical Option Prices A while ago I put a lot of work and effort into looking at Black Scholes and various other option pricing...
The entries are made at the open following the close at which the moving average is calculated. IE the next day. Regarding commission and...
Thanks for looking! Its no fun designing all this stuff unless you get some feed back and interaction. I hope to post quite a few more systems...
A Simple Mean Reversion System I have back tested and traded relatively simple systems using daily data for almost 20 years now. For many years I...
Mine is very much single purpose. But it certainly does the job. These days I prefer to work in Jupyter Notebook and have single purpose systems...
Undoubtedly the best way is to code your own. Same with back testing engines. Neither rouite mean you will necessarily make any money out of...
Make your own. I have quite a bit of detail on my GitHub and some samples based on Vix Options. Ultimately I believe this is your best way to go....
Yes, agreed. Paradoxically of course the one thing we all rely on for our pensions is "trend" but without the market timing element. And of...
Trading Blox was very good software. For one thing it enabled people to see just how outdated the original short term 20 day breakout really is....
Separate names with a comma.