thank you much!
some markets is very volatile ,HSI is such a market.it is highly correlated with S&P 500 index ,so there are many overnight gaps,how to read them...
For instance,I buy&hold on 1 contract HSI future .If one constituent stocks is deleted from the pool,what is the adjustment on the hsi...
c0in,how to caculate the Equilibrium value Cointegration coefficient Sigma?
how about optionoracle?
any lineral relationship between them? on the expire day ,Will V be equal to HV?
Pity ,no match!
Thank you Spunky,but I could not find the historical volatility and implied volatility for option in the AFL,Could you show me ?
Could any software plot the HV and IV on intraday chart with IB TWS?
Thank you much!
Thank you ,if two stock prices are highly correlated and their historicla volatility ratio varys around a fixed number ,I use ATR to measure the...
does implied volatility have correlation with historical volatility?
any formula to calculate implied volatility with historical volatility?
MTEÂ£Â¬does that mean in the short term the price option is affected by the implied volatility and stock price?
could I calculate the implied volatiltiy with tradestation?
I mean option price,tradestation could calcualte the option price.
MyAssetType( 1 ),
ExpMonth_MM( 0 ),
ExpYear_YYYY( 0 ),...
thank you MTE ,if the value caculated by the software does not equal to the real market price, then what causes the difference?
S = stock price
X = strike price
t = time remaining until expiration, expressed as a percent of a year
r = current continuously compounded...
usually the implied volatility is caculated at the end of the day,
is there any software to calculate the IV with realtime?
thank you I mean could short term volatility e.g 15 minute affect the price of option?
if two symbols is highly correlated and their volatility ratio varys around a fixed numer,e.g 1.5,
how do you trade the volatility?
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