A fair amount of time it seems like there is a reversal somewhere within the first 5-45 min after the open. There are days though when the market...
Quick question for those more knowledgeable on the subject, but when I see market depths consistently with significantly higher size then what is...
I have a question about the relationship between the Volume and Depth of SPY options. I happen to have Market Depth and Time & Sales charts side...
Your probably right ...the Holiday likely isn't helping it act normal.
I would have thought Theta, but it just seemed to occur over a relatively short period of time (an hour) and despite the trade being delta neutral...
I was paper trading a OTM delta neutral hedge today and noticed that over the course of an hour towards the end of the day both sides were...
I was hoping to find an article or something discussing the topic to shorten the learning curve . ..I type in something "Range Efficiency" or...
I have been trying to find some information on the math involved in calculating the optimal frequency to range ratio of target trades. What I...
Does the situation tend to be more exacerbated in longer term trade (i.e. one where you hold the position days or weeks) or a shorter term trade (...
Please explain ... I am very comfortable feeling like an idiot if that's what it takes to get a better understanding.
Is it possible from a percentage change perspective to determine at which point one side of a delta neutral position begin gaining value faster...
I am trying to calculate a delta neutral position. Most of the time it seems the size of these positions are based on the number of shares someone...
Actually I am interested in calculating my exposure towards expiration. For instance AAPL made a 3+ Std Dev move today and I would like to find a...
I have been reading the pros and cons of various models for calculating the theoretical value of options, but there are quite a bit of varying...
Been using TradeStation for trading options for a little while now and as a charting platform for the most part I am fairly happy with them. I...
How would I define the difference volatility between these 2 different types of trends ? The first one is moving in a tight upward range all...
I was hoping someone might be able to help me understand why the same magnitude of volatility adjusted movement in 2 different stocks can cause...
From time to time if I happen to catch anyone of the many financial channels prior to the market opening it seems like they are always trying to...
I think I figured out where my error was...I was trying to calculate Std Dev based on volatility and instead I was calculating volatility.
For some reason or another I can't seem to wrap my head around this equation, and was hoping someone here that is more mathematically inclined...
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