How To Calculate Backtest Returns
I have a confession to make: I am a recovering CPA. Please don't tell anyone.
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Options Secrets: The Important Signals from Forward Implied Volatilities
We discussed the calculations of forward volatilities and flat forward volatilities in this...
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Trouble Ahead for the Market? Signals from the Options Market Say So
Warning signs from the options market started Monday when the ORATS early warning service...
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Forward Volatility: The Future Is Now
Forward volatility is a measure of future implied volatility.
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Backtest Weekly Options in SPX
We get asked often if the backtester can handle short dated SPX trading strategies.
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Are You Still Using Close-to-Close Historical Volatility?
"At 2:32 pm on May 6, 2010, the S&P 500 careened 8% in just 36 minutes before rebounding with...
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Our Special Historical Volatility Calculation at ORATS
Setting ORATS Apart with Historical Volatility Research
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The Advisor's Option Podcast
Yet another insightful podcast with Matt and The Advisor's Option. Listen to Matt discuss the...
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Matt and Jill Malandrino on Nasdaq TradeTalks TV
Catch Matt Amberson, Principal of ORATS, on TradeTalks with Jill Malandrino.
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