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Moshe,
there is one book that might help you. I bought it at a time when I thought
I knew quite a bit about options, and was humbled.
Unfortunately, it is out of print now; perhaps you can find it second hand,
or get a photocopy or microfilm version from the Library of Congress. I
believe you'll find it worth your while.
The title:
Options: Perception and Deception,
by Charles M. Cottle
Irwin Professional Publishing, Chicago 1996
ISBN 1-55738-907-1
Kind regards,
Michael Suesserott
-----Ursprungliche Nachricht-----
Von: owner-metastock@xxxxxxxxxxxxx
[mailto:owner-metastock@xxxxxxxxxxxxx]Im Auftrag von Moshe Shalom
Gesendet: Monday, August 14, 2000 16:13
An: metastock@xxxxxxxxxxxxx
Betreff: RE: What options to sell?
Michael,
I am trying to build a strategy that would creating a "floating long
butterfly" moving by a correlated system on the base security (in this case
an Index). Do you have any tips for me?
I am facing the same problems that you mentioned, specially with bid/ask
prices. There is no way other than to collect them in real time from trading
screens and store them in some DB. Of course, no historical data of real
measure.
Moshe Shalom
Israel
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