Algos
 |
| |
 |
| |
 |
| |
 |
| |
 |
| |
 |
- Short term forecast of a futures. Designed
specifically for options and futures traders.
- Risk adjustment incorporates the aggregate delta
risk of an options and futures portfolio directly into
the theoretical value of each security in the portfolio.
- Volatility decay function around a known economic
event, such as an earnings announcement for a
stock or a governmental economic release.
tm