How to Set Up a Pairs Trading Backtest
Pairs trading is used by options traders to take advantage of miss-pricing between two symbols...
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Our Strongest Signal Indicator, Contango, and Its Relationship to Constant Implied Volatility
One of the best signals we track is short term contango. The Contango reading measures the slope of...
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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 just...
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Our Special Historical Volatility Calculation at ORATS
Setting ORATS Apart with Historical Volatility Research
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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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Dividend Service Details
ORATS offers a wealth of dividend information. The main file is our:
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Backtesting and Options Data with Jill Malandrino on TradeTalks
Recently, ORATS founder Matt Amberson was interviewed by Jill Maladrino on TradeTalks. Matt...
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Calculate Expected Implied Volatility After Earnings, A Lesson from Mom
When my mom asked whether she should sell some of her GRMN (up 16% yesterday after announcing...
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