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  1. Forecast ATR

    Hello, I want to maximize P(ATR(t+1) | G(t)) i.e compute the most probable ATR for next period t+1. G is gaussian distributed with known...
    Thread by: romSPG, Nov 1, 2010, 12 replies, in forum: Trading
  2. Expected Trading Range

    Hello, From the option price how can I compute how much the market expects the underlying to move over the next quarter, the next month, the...
    Thread by: romSPG, Oct 27, 2010, 16 replies, in forum: Options
  3. 1 Option Trade / Day

    Hello, I understand options, their pricing, the various spreads.. But I still have problems connecting some dots. Maybe you can help me....
    Thread by: romSPG, Oct 25, 2010, 0 replies, in forum: Options
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