Implied Volatility backtest pt 3: IV and RV
In the past two parts, we saw that IV and RV are both mean-reverting. We also saw that we could use the …
These posts discuss stock market phenomenons, systems, and trading edges. These articles are designed to make you better traders and help you understand and trade more profitably.
In the past two parts, we saw that IV and RV are both mean-reverting. We also saw that we could use the …
Options have inherited strengths compared with vanilla stock positions, and it’s important to play to those strengths and try to minimize exposure …
Option Samurai’s option scanner is designed to help you find the best options trades while compiling many different data sources. The goal …
This is a multiple article series. In part one, we discussed how the IV percentile predicts future IV change. In this article, …
Recently many users have shared stories with me about successes they had with our ‘buy cheap calls’ pre-defined report. This report is …
[We have just added another article in the series, about the Real Volatility (or Historical Volatility) backtest. Check it here] We’ve often …
One of Option Samurai’s unique features is the ability to scan the Average True Range vs. BreakEven point (ATR vs. BE). Average …
Many traders ask themselves how much the Implied volatility drop after earnings. Since earning release are very volatile – We can see an increase …
INTRODUCTION Let us consider a put vertical spread structure. It is formed by simultaneously selling a put and buying a put below …
Mean Reversion Trades To be a profitable trader, you need to trade with an edge. What is a trading edge? In short, …