eto option probabilities

  1. 1,047 Posts.
    I have commented on this topic before, and have made a simple probability calculator availble to those who have asked for it.

    However one thing that always has had me a little concerned was the directional bias of the market when determining probabilities.

    Guy Bower has looked into this issue in the current Shares Magazine (May 2003 issue), and has made available an Excel spreadsheet for those interested on his website.

    Not sure I would want to run his style of spreadsheet on a large group of shares but it is an interesting approach.
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