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Alan!
It looks like ODDS is using the square root of time rule, i.e. multiplying
the relevant daily percentage standard deviation (calculated based on daily
natural-log changes) with the square root of days into the future from the
end point of the data sample. Then taking the outcome and subtracting and
adding to the value at the end point of the data sample.
Best regards,
Yngvi
> -----Original Message-----
> From: owner-metastock@xxxxxxxxxxxxx
> [mailto:owner-metastock@xxxxxxxxxxxxx]On Behalf Of Alan
> Sent: 4. júní 1999 08:04
> To: metastock@xxxxxxxxxxxxx
> Subject: Probability Calculation
>
>
> I trade commodity futures and would like to develop my own Options
> Probability calculator.
>
> Metastock has an indicator built in called "ODDS Probability Cone". Does
> anyone know the formula used for this probability calculation (or
> any other
> formula for probability).
>
> Regards Alan Parry
>
>
>
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