re: probabilities for sduck
Yes I agree entirely. As we are really trading agains IV, I find 20dHV the most accurate. Sounds like you have a good system there, Pete. I believe marketcast is very compatible with excel. I was working on something similar about 6 mths ago, as you know. Rems BC system is also similar. Ive abandoned trading IV against HV for buying naked calls and puts, and find the straddles to be suprisingly better than I thought. I'll start recording probabilities on my trades and let you know how it goes.
I think I'll find prob of 'anytime' more relevant, as I rarely hold to expiry.
I think you are doing a great job and are probably a bit ahead of me in the maths dept.
