re: short selling.....richard..pls Hi Richard, Ive been meaning to ask you about something you said some months ago in the MS postings.
"Personally, I use a comparison of implied volatility (calculated from basket of Exchange Traded Options) against historical volatilty since volatility is mean reverting."
Ive been trying to chart IVs against HVs for sometime and finding it very frustrating.While I can crunch IVs and HVs easy enough in my own spreadsheets, getting the data on option trades to crunch is a lot harder than you might think. Paritech will only sell me the open and close of each option, and not break it up into intra day trades, or even tell me what time the last option trade occured. This is useless to me.
How do you do it? Do you sell data that would help me?
I trade the banks, resources, ncp and tls etos.
short selling, page-10
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