Buffalo Bill
Legend
 
Posts: 539
Joined: 10/3/2006
Location: Stafford, VA
 User Profile |
Love to see how some of those OS filters for CallOpenInterest(); TheoreticalCall(10); CallVolume(); and CallValue (in the money, strike, expiration,roll) might be constructed.
Seems like open interest and vol would be the most important. But what are good values to use?
Instead of culling the focus list directly you could build them as filters in each strategy as well.
|
