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by cook675
May 1st, 2021, 10:51 pm
Forum: General Forum
Topic: Stock probability incorporating volatility
Replies: 6
Views: 3591

Re: Stock probability incorporating volatility

Thanks Alan im going to look into this heavily and report back with questions. I was also starting on SPX and had planned to eventually move onto single tickers. Very helpful, much appreciated
by cook675
May 1st, 2021, 2:48 am
Forum: General Forum
Topic: Stock probability incorporating volatility
Replies: 6
Views: 3591

Stock probability incorporating volatility

Hello, I'm trying to understand the best approach to model the probability of a stock move. My initial approach, however naive, was to create an X day rolling average of the stock prices over the trading history, then create a cumulative distribution function to determine what the probability was of...