Hello Blog readers,
This week I have continued to take my data. Many problems arose regarding the functionality of the risk-free rate and dividend payments but I have resolved them to a sufficient degree. Although this book isn’t on my syllabus, I started reading Basic Black-Scholes by Timothy Crack, literally the best book there is on option evaluation. So far this book has been amazing and that technical knowledge mixed with common sense and economic thinking will make for an excellent derivatives trader. My forecasts for implied volatility are that it should stay close to my previous week’s implied volatility and close to the 30-day historical volatility also.