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[amibroker] Re: Options Pricing and Probability.


  • Date: Fri, 22 Jan 2010 01:31:20 -0000
  • From: "windwhupper" <dt35045@xxxxxxxxx>
  • Subject: [amibroker] Re: Options Pricing and Probability.

PureBytes Links

Trading Reference Links

> But you can do system design based on the underlying, then use an options price calculator, such as Black-Scholes, to estimate the price of an option of your choice at the time of the transaction.

If you're a serious Options Trader (or wannabe), open an account with ThinkorSwim and use their historical options data to backtest your strategy. ToS has a backtester called ThinkBack. It is not automated like AB, but beats the hell out of using these silly Options Price Calculators. A few other firms who specialize in serving options traders might offer something of interest but I know what ToS has.



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