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In a message dated 7/4/2006 11:00:54 AM Eastern Standard Time,
dc010225@xxxxxxxxxxxxx writes:
I can accurately compute synthetic options prices, and greatly simplify the
backtesting of my option strategies: selling the deep-out-of-the-money
options for about
30% annualized gains and with zero drawdowns.
DC
Are you selling options on individual stocks as well as commodity futures?
You say zero drawdowns but there can be so called 'black swan' events such as
a stock being bought out where it jumps 30-40% in a day; a freeze in Brazil
causing coffee prices to soar, Iran could blockade the Persian Gulf and crude
oil soars, as examples. Are you saying that you have never had a losing
trade?
If you are looking for a program where you can find implied volatility on
both stocks and futures, OptionVue software is what I use and recommend.
www.optionvue.com
Thanks for replying,
Howard Bernstein
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