10
Mar
2008
VIX Buy/Sell Signals For Option Traders
Posted by Tom as Neural Nets, Options, Products
Ah, the almighty ^VIX, everyone’s favorite indicator and the one index that a lot of option traders watch with bated breath. What if I were to tell you that you can use Stock Neuromaster to generate BUY/SELL signals for the ^VIX? Would you be interested?
I’m sure that option traders and writers would be keenly interested [...]
11
Feb
2008
I’ve been thinking a lot about options this year and focusing my Internet searching on that topic a bit more than usual. I recently stumbled across a paper co-authored by Nassim Taleb, the author of the widely popular books “Black Swan” and “Fooled by Randomness”. In this paper, he rails against the Black [...]
29
Jan
2008
Well I’m back in the saddle again trading Forex and I’m short the USDCNY pair. This is a beautiful trending pair and I couldn’t resist establishing a small position in it. My plan is to establish this as a longer term position because I believe the USD will continue to weaken and the CNY will [...]
25
Jan
2008
The Year of Options
Posted by Tom as Forex, Neural Nets, Options, Stocks
I’ve decided that this is the year I focus on understanding the option markets. I’m interested in not only Stock options but Forex ones as well and to prepare my mind for this crazy endeavor, I started re-reading Natenberg’s book, “Option Pricing and Volatility,” and Taleb’s “Dynamic Hedging, Managing Vanilla Options and Exotic Options” book [...]
06
Jan
2008
Volatility begets more volatiliy and it looks like every time the annualized volatility number crosses the 13 DMA of volatility, the QQQQ prices become very volatile. Right now the Q’s are in a relatively low state of volatility but we all know that low volatility begets higher volatility and vice versa. I’m looking for more [...]
