Category: Research
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 edge generated…
RSI Backtest: Predicting the Stock Movement Using RSI – Part 1.
Option Samurai’s option scanner is designed to help you find the best options trades in the market. To do that, we compile many data points…
Implied Volatility Backtest 2: Predicting RV Change
This is a multiple-article series. In part one, Implied Volatility backtest – Predicting IV Change, we discussed how the IV percentile predicts future IV…
Implied Volatility backtest – Predicting IV Change
[We have just added another article in the series, about the Real Volatility (or Historical Volatility) backtest. Check it at Implied Volatility Backtest 2:…
The Edge of Selling Puts
This is the third installment in our series into the edge of selling options. You can see the previous two parts here and here….
Implied volatility drop after earnings
Many traders ask themselves how much the Implied volatility drop after earnings. Since earning release are very volatile – We can see an increase of IV…
The Edge of Moving Average
This is the second part in the series about the edge of the market sentiment. The first part about relative strength edge was published a few weeks…
How to trade when a stock is over extended
As traders we are constantly on the look to understand the market’s tendency and how to act on it. One way is by examining…
The edge of relative strength – Risk on / Risk off
Traders that trade with the trend, increases their chances to be profitable in the long run. While it is impossible to completely predict the…
