calcuating Fair Value

Discussion in 'Trading' started by Sky123987, Sep 30, 2007.

  1. I've used the search feature, and found many many posts on calculating fair value. What I"m interested in is building a historical data base by the minute of the premium / discount. So in order to do this you would need, I and D at each given moment, S is easy to obtain. Is there a way to figure this out?

    Thank you

    "FV = S [1 + (I - D)]"