Looking for a calculator that caculates sigma on underlying markets using standard deviation. Would like to use percentage likelihood in my trading decisions. Anybody know of one?
It's a very simple formula. Write an Excel program. You may like this one: but it does not calc sigma. http://www.volatilitytrading.net/monte_carlo_option_calculator.htm Mark
There's a nice calculator here that calculates entry, target stop and spits out a green light based on risk or total return Heres a link - coolest thing is its free http://www.stockoptiongenius.com