Volatility Clustering and Piecewise Homoscedasticity – Part II – 2940 stocks – [G-L]

Stock tickers from G to L. Continue reading "Volatility Clustering and Piecewise Homoscedasticity – Part II – 2940 stocks – [G-L]"

Volatility Clustering and Piecewise Homoscedasticity – Part II – 2940 stocks – [D-F]

Volatility clustering plots for stocks with yahoo.finance tickers from D to F. Continue reading "Volatility Clustering and Piecewise Homoscedasticity – Part II – 2940 stocks – [D-F]"

Volatility Clustering and Piecewise Homoscedasticity – Part II – 2940 stocks – [A-C]

Volatility clustering plots for stocks with yahoo.finance tickers from A to C.
Continue reading "Volatility Clustering and Piecewise Homoscedasticity – Part II – 2940 stocks – [A-C]"

Volatility Clustering and Piecewise Homoscedasticity – Part II – 2940 stocks – [0-9]

We continue publishing the visualized results from Vasily Nekrasov's research. Reportedly, when Warren Buffett happens to hear complains that there are thousands of stocks to scrutinize, he says "well, start with letter A". We go even further and start with digit 0, since there are (were) suchlike tickers by yahoo.finance. Continue reading "Volatility Clustering and Piecewise Homoscedasticity – Part II – 2940 stocks – [0-9]"

Volatility Clustering and Piecewise Homoscedasticity – Part I – Indices

This is a well-known fact that the stock prices are virtually unpredictable. However, stock volatilities can more or less be forecasted! In 2012 Vasily Nekrasov scrutinized about 3000 asset price time series, obtained from yahoo.finance. Approximately in half of cases the volatility was piecewise-stationary and thus predicatable. We put online the technical record from 2012 and start publishing the visualized results Continue reading "Volatility Clustering and Piecewise Homoscedasticity – Part I – Indices"

Using a Stock Trading Simulator in Excel

As I promised you in my previous article I am back with a review of a Stock Trading Simulator that works in Excel and does not suffer from the mentioned drawbacks that hamper all other available free simulators. Continue reading "Using a Stock Trading Simulator in Excel"

PUT on nVIDIA turned out to be far from perfect trade, but…

On 25.12.2016 I bought a put on nVIDIA since I found the stock extremely overpriced. I called it "nearly perfect trading decision", inter alia, because the implied volatility was though plausible but still high. Yesterday after the publication of Q1 financial report the stock jumped 18%. My put option is about 50% down since purchase time. But due to a strict money management I have capital for the 2nd and even fors 3rd attempt and I still consider nVIDIA as heavily overpriced.
NVIDIA stock chart - Dec2016_May2017
Continue reading "PUT on nVIDIA turned out to be far from perfect trade, but…"

My PUT Option on NVIDIA – a case study of nearly perfect trading decision

Exuberant growth of NVIDIA stock price in the end of 2016 due to deep learning hypeNVIDIA stock (NVDA, US67066G1040) has recently exploded. Though the profits also significantly grew, the stock bubble is definitely overproportional to fundamentals. Most likely this is due the deep learning hype. So I bought a put option on NVIDIA and even if it expires worthless, I still consider it as a nearly perfect trade and explain why.

Continue reading "My PUT Option on NVIDIA – a case study of nearly perfect trading decision"