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Options and volatility



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Does anyone have a continuous option contract adjusted to ATM or something that can be used to backtest an optionmodule that I have produced? It would be highly appreciated.

Also - pardon me of this relatively simple question: (However to my defense I usually trade energy:)

the VIX index - I presume that shows the implied volatility of the OEX options? If so - I presume that if you could forecast the vix a few days forward you could by/sell volatility against it?

And to all list subscribers: A happy new year - lets hope its a profitable one.

Frode
http://www.futuressystems.net