Options Volatility Report

Posted on Sa 21 Juli 2007 in misc • 1 min read

  • Neural Nets
  • Options tags: [] meta: _aioseop_keywords: Stock Options, Options, Volatility, Trading, Neural Net, Modeling dsq_thread_id: '181041945' author:

    Option Volatility 072007I had a way better results in my virtual options account this week. My S&P500 short straddle worked out nicely and my overall account gained +0.5%. However, the QQQQ volatility model seems to be wrong more than its right so I'll have think about how to tighten that up.