Open unbalancedparentheses opened 5 years ago
@unbalancedparentheses
Its volatility is low in comparison with the US's stock market but big deviations occur every once often.
options price would also be lower and the return from selling them lower as well so im not sure if it would be worth to trade this vs stocks
could you include the name of the book in #1 ?
i wish i had the data to backtest these strategy
(parli italiano?)
Eurodollars is one of the biggest markets on earth. Its volatility is low in comparison with the US's stock market but big deviations occur every once often.
We need to find eurodollar and its options historical prices to be able to do a backtesting and analyze different volatility selling or buying strategies. Markets with low volatility like eurodollars and currencies probably behave differently than stock markets.
As I wrote in #1 it is a good idea to check Taleb's interviews:
I am also trying to find Guilder-Pound historical change rate that Mandelbrot mentions in "The (Mis)Behavior of Markets ":