thrwyaltdata

7 ms·

1. 1.▲
   by thrwyaltdata 8y ago

   On a per equity basis there are reasonably consistent ways to predict near term volatility using sentiment analysis and revenue forecasting ("alternative" data). I would not attempt this with something like the VIX, but for sellin
2. 2.▲
   by thrwyaltdata 8y ago

   > Maybe he can identify consistently mispriced vol, though. This was the method I used, as described in another comment.
3. 3.▲
   by thrwyaltdata 8y ago

   Yes. I traded equity options. The methodology can be summarized as sentiment analysis and "alternative" data gathering. My algorithm earned about 127% on an initial outlay of $30,000 from August of 2016 to the beginning of January