I was reading an article on High Frequency Trading that covered basic math on the subject. $10,000 - Position Size x $.001 - Expectancy x...
I am fairly familiar with the concept of pyramiding into trades, and have seen quite a few articles on the subject. One of the things I haven't...
I have been researching price movement modeling recently and noticed that there is notable difference between daily and intraday modeling...
I would like to say I am mathematically inclined, but it wouldn't be true :) ...For those of you who are, I was wondering if it is possible to...
With access to historical data we have the benefit of being able to go back and look at what happened in the past and compare it to similar events...
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...
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 have been trying to find some information on the math involved in calculating the optimal frequency to range ratio of target trades. What I...
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...
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...
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...
This has been asked a few time on here, but the most recent I could find was 3 years ago. I know there are a few options out there to link...
Still learning the ropes and I have a question hopefully someone can help me with in regard to OTM strangles or any multiple leg strategies for...
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