Historical volatility
Trading
Historical volatility (also called realized volatility) measures how far the normal standard deviation is from expected mean, over a given period of time.
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Whale alert
Trading
Very simple pivot-point indicator that tries to detect whales' presence by checking the spikes in volume at the same UTC hour for the last 3 days.
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Incomplete guide to Options Greeks
Finance
Greeks or Options Greeks are tools/statistics which measure sensitivity (responsiveness, calculus anyone?) of option price to changes in various parameters: underlying price, volatility, time, etc…
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Black-Scholes formula
Finance
Black-Scholes formula… maybe not as important and well-known as compounding interest-rate but still the most famous formula among options traders.
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Year 2020
Review
Pam, pam, pam !!!
Bloody fucking year, 2020, one of a kind, already in history books.
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Session breaks
Trading
The most successful indicator so far is "Session breaks" that renders vertical lines for open hour of each trading session.
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Hedge Fund Market Wizards
Trading
An actionable, bullet points summary for one of my favorite, all time best-seller and trading bible: Hedge Fund Market Wizards book, released in 2012.
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COVID-19 indicators
Trading
I wrote a few indicators showing COVID-19 daily change/momentum for the entire world, EU vs. US and for most affected countries that have either more than 10k confirmed cases or more than 1k deaths.
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Year 2019
Review
Another year … another year passed by, I am getting older, getting wiser, here are the highlights of the year.
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Month breaks
Trading
A very simple TradingView indicator that marks the start of every month with a vertical line.
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