Does anyone here perform statistical analysis on options trading?

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

  1. Jaques

    Jaques

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

    Any reply would be welcome.
     
    #1     Jan 10, 2008
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  2. MTE

    MTE

    Statistical analysis of what? Option prices? Option trades? Or statistical analysis in general to develop an option trading system/strategy?
     
    #2     Jan 10, 2008
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  3. Jaques

    Jaques

    All.Any of them.
     
    #3     Jan 11, 2008
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