Portfolio Management Formulas: Mathematical Trading Methods for the Futures, Options, and Stock Markets by Ralph Vince
The Mathematics of Money Management: Risk Analysis Techniques for Traders by Ralph Vince
IV - A thread
— Subhadip Nandy (@SubhadipNandy16) September 20, 2018
In financial mathematics, implied volatility of an option contract is
that value of the volatility of the underlying instrument which, when
input in an option pricing model ) will return a theoretical value equal to the current market price of the option (1/n)
Rule 3 : DO NOT run or trade everything that moves. Focus on a few stocks and master them. When a move comes, make the max out of that move.
— Subhadip Nandy (@SubhadipNandy16) October 14, 2021
Example : in this crazy mkt, I did not even trade TataMotors this week. Stayed focussed on ITC and it gave good returns https://t.co/41wkugZg1I
IV - A thread
— Subhadip Nandy (@SubhadipNandy16) September 20, 2018
In financial mathematics, implied volatility of an option contract is
that value of the volatility of the underlying instrument which, when
input in an option pricing model ) will return a theoretical value equal to the current market price of the option (1/n)