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Strategies & Market Trends : Waiting for the big Kahuna

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To: William H Huebl who wrote (11141)12/9/1997 9:15:00 AM
From: Reginald Middleton  Read Replies (1) of 94695
 
To all on the thread, please download the following options simulator from rcmfinancial.com and evaluate. You can contact me at profit@rcmfinancial.com to list any bugs or suggestions.

The New Media Financial Day Trading Adjusted Black Scholes model. The traditional Black-Scholes option model has been adjusted for day-trading activity (volatility is lower on weekends, holidays, and other non-trading days). Aimed to facilitate more accurate trading, the model incorporates the French 1984 formula to differentiate volatility for trading and nontrading days - allowing the end user to input the desired number of official trading days (Excel 97 required).
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