10
Mar
2008
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
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 [...]