So I am buying Matlab...all this work in excel is taking too much time. I can just program the formula's and just get it to scan the data.
Also, as I have been going through Dr. Edward Thorp's 'Beat the Market', I have discovered to be what I think is a covered call mispricing on DF (Dean Foods Co.) on september 2010 12.50 calls.
Bid/ask is 0.10/0.15
This is leaving the effective price to be:
long call: 12.65
short call 12.40.
that means I can sell the right to buy at 12.40 on september 17th. Current price of the stock is 10.22.
that effectively is a 20% profit.
skip to main |
skip to sidebar
About Me
- OttawaPhoenix
- I am a 24 year old student from Ottawa Canada. Have been involved in the financial markets for almost 6 years.
2 comments:
Have you tried Octave? It's somewhat similar to matlab but free. Could save you some cash.
I like the blog, found it the other day and read all your posts, keep up the good work!
Thanks :)
I will check it out!
Post a Comment