Does anyone here perform statistical analysis on options trading?

Discussion in 'Options' started by Jaques, Jan 10, 2008.

  1. Jaques


    Such as calculating mean,standard deviation,skewness,kurtosis,up days,down days,extreme move,VaR,RAROC,alpha,beta...

    Any reply would be welcome.
  2. MTE


    Statistical analysis of what? Option prices? Option trades? Or statistical analysis in general to develop an option trading system/strategy?
  3. Jaques


    All.Any of them.