Recent content by lhiggins

I'm also looking for data - Major index options (FTSE, S&P, Dow, CAC). Rather that get actual market data (which I assumed was difficult) I assumed to price off historic index data which seems more readily available for free. However, I'm not sure how to accurately created the volatility input...

Sorry I forgot to mention, I'm only looking at Europeans. Apart from anything else, it's easier to backtest with a simple exit!

Hmmm.. I just looked at some prices for betting on the upside. For the FTSE future and looking at calls -4400 and +4350 (when spot's about 4392), it gives a a binary equivalent of paying 60 to win 100. BetsForTraders used to price at between 54-58. However, the option strategy also pays out...

I've just realised you mention weekly options which I've not seen anywhere - where can you trade these?

I agree that being direct in the market would be preferable not least because there are more players and greater liquidity. As there are no 'natural' digital products though, the question is how best to do that with options (seeming the most likely suitable product). Spreadbetting alone carries...

Thanks, that's given me a starting point to investigate various combinations. Buying options always means I need to get the time value back on the upside (unlike a digital). When I backtest, though, this may still prove profitable. I'm poised to try backtesting when I get get theoretical options...

Since the demise (today) of BetsForTraders.com, I wondered if anyone knows how to create a synthetic binary/digital bet using options or something that may approximate to it. I trade weekly up bets. BetsForTraders.com suggests opening an account with BetOnMarkets.com. They would, of course, as...

Since the demise (today) of BetsForTraders.com, I wondered if anyone knows how to create a synthetic binary/digital bet using options or something that may approximate to it. I trade weekly up bets. BetsForTraders.com suggests opening an account with BetOnMarkets.com. They would, of course, as...