Hi all, Thanks for commenting, this discussion has been helpful and I appreciate everyone's feedback. RE: the comment about Binomial...
Nitro, thanks. I use a similar method and model in trading FOREX and have had good results. I wanted to see if I can do the same in HV and apply...
Do you mean Butterfly trades or something else?
IV, there in lies my quandry. My accuracy has been from taking samples from my data and overlaying the model on top of it. From those...
Yes I'm using 5 day realized HV and then predicting one week (5 days) ahead. The model is re-optimized on a weekly basis because volatility, is...
Hi All, I'm a relatively newbie to the world of options but I have a strong mathematical background. I've built a pattern recognition neural...
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