- Black-Scholes Model
- Binomial Option Pricing Model
pandas
, numpy
, pandas_datareader
, datetime
, matplotlib
, scipy.stats
, math
, datascience
, requests
- can only be exercised at expiration
- original Black-Scholes equation foundation
- Binary Option:
- can be exercised whenever within contract
- Binomial Model
- Short Call: Trader is betting the underlying asset price will drop
- Call Seller to sell security to Call Buyer at strike price when call exercised
- Bearish -> reflecting fall in asset value
- More risk -> less upfront money
- Naked or Covered
- Delta
- Gamma
- Theta
- Vega
- Rho
- time to expiration of one year
- no time to expiration
- time to expiration of three years
- Aroon Indicator
- Moving Average Convergence/Divergence (MACD)
- Exponential Moving Average (EMA)
- Simple Moving Average (SMA)
- Weighted Moving Average (WMA)
- TRIX Indicator
- Mass Index (MI)
- Ichimoku Indicator
- Know Sure Thing Oscillator (KST Signal)
- Detrended Price Oscillator (DPO)
- Commodity Channel Index (CCI)
- Average Directional Movement Index (ADX)
- Vortex Indicator (VI)
- Parabolic Stop and Reverse (Parabolic SAR)
- Schaff Trend Cycle (STC)
- Relative Strength Indicator (RSI)
- True Strength Indicator (TSI)
- Ultimate Oscillator
- Stochastic Oscillator
- Kaufman's Adaptive Moving Average (KAMA)
- Rate-Of-Change(ROC)
- Awesome Oscillator
- Williams %R
- Stochastic RSI
- Percentage Point Oscillator (PPO)
- Percentage Volume Oscillator (PVO)
-
[Tokenist: How are Stock Prices Determined?]](https://tokenist.com/investing/how-are-stock-prices-determined/)