https:/
Crude oil edges higher on optimism over China's demand growth
Investing.com -- Oil prices traded higher Monday, boosted by optimistic comments regarding the recovery in Chinese demand from the International Energy Agency.
By 09:35 ET (14:35 GMT), U.S. crude futures traded 0.2% higher at $73.50 a barrel, while the Brent contract rose 0.5% to $80.33 a barrel.
China’s economic recovery from the constraints of its recently rejected zero-COVID policy could be stronger than previously expected, the head of the International Energy Agency, Fatih Birol, said in an interview over the weekend.
* Oil
現在日付 2023/2/6
1st Price 73.97 Apr
2nd Price 74.25 May
Mothly change/σ 0.0
Next month's average change/σ -1.0
Daily STDEV 1.87
Monthly STDEV 7.25
Monthly expected return 1.02
HV 0.260
HV/σ -2.35
total premium: 2.8
Net Δ -0.1
Net Γ -0.0
Net Λ -22.9
VaR/Balance (V/B) [%] -23.3%
σ Version Tactics Month C1/P-1 Strike Sell1/Buy-1 Premium Time IV Entry price Entry date Qty
0.8 2.0 CLOSE1:Call rev cal spread X 1 94.00 -1 1.78 1.00 0.49 82.93 2022/9/8 0
0.8 2.0 CLOSE2:Call rev cal spread Z 1 94.00 1 3.19 1.00 0.49 82.35 2022/9/8 0
0.8 2.1 CLOSE1: X 1 94.00 1 2.59 1.00 0.43 88.79 2022/9/14
0.8 2.1 CLOSE2: Z 1 94.00 -1 4.50 1.00 0.46 88.07 2022/9/14
1.0 2.1 CLOSE3:CallCalSprd X 1 100.00 1 1.27 1.00 0.44 88.79 2022/9/14 0
1.0 2.1 CLOSE4:CallRevCalSprd:CallCalSprd Z 1 100.00 -1 2.79 1.00 0.46 88.07 2022/9/14 0
1.0 2.2 CLOSE3: X 1 100.00 -1 0.28 1.00 0.54 82.69 2022/9/29
1.0 2.2 ROLL:CLOSE5:Naked:CallRevCalSprd: F 1 100.00 1 2.22 1.00 0.50 81.77 2022/9/29 0
1.0 2.3 CLOSE4: Z 1 100.00 1 0.98 1.00 0.50 84.62 2022/10/14
0.1 2.4 CLOSE6:PutRevCalSprd:ROLL G -1 77.00 1 2.59 1.00 0.52 90.20 2022/11/7 0
1.0 2.4 CLOSE5 F 1 100.00 -1 2.58 1.00 0.47 91.41 2022/11/7
0.1 2.5 CLOSE7:PutRevCalSprd: F -1 77.00 -1 1.59 1.00 0.49 85.77 2022/11/11 0
0.1 2.6 CLOSE6: G -1 77.00 -1 3.78 1.00 0.49 80.66 2022/11/30
0.1 2.6 CLOSE7: F -1 77.00 1 1.77 1.00 0.52 80.62 2022/11/30
-0.2 2.6 CLOSE8:Roll_PutRevCalSprd G -1 68.00 -1 1.39 1.00 0.53 80.66 2022/11/30 0
-1.5 2.6 LongButterflly:RevRatioSprd:Roll_PutRevCalSprd H -1 68.00 1 2.42 0.02 0.53 80.66 2022/11/30 2
-0.2 2.7 CLOSE8: G -1 68.00 1 0.40 1.00 0.46 77.51 2022/12/28 0
-0.2 2.7 LongButterflly:RevRatioSprd: H -1 73.00 -1 2.92 0.02 0.46 77.61 2022/12/28 1
4.4 2.7 CLOSE9:CallRevCalSprd H 1 91.50 -1 1.05 0.02 0.43 77.61 2022/12/28 0
2.1 2.7 RevRatio:Naked:CallRevCalSprd J 1 91.50 1 2.07 0.10 0.43 77.61 2022/12/28 2
-2.8 1.0 LongButterflly: H -1 63.00 -1 0.12 0.02 0.55 80.07 2023/1/25 1
4.4 1.0 CLOSE9: H 1 91.50 1 0.29 0.02 0.39 80.07 2023/1/25 0
-1.1 1.0 Role:PutRevCalSprd H -1 69.50 -1 0.40 0.02 0.47 80.07 2023/1/25 0
-0.5 1.0 Role:PutRevCalSprd J -1 69.50 1 1.22 0.10 0.45 80.38 2023/1/25 0
1.7 1.1 RevRatio: J 1 87.50 -1 0.44 0.10 0.38 73.97 2023/2/6 1
-1.1 1.1 Role:PutRevCalSprd H -1 69.50 1 0.70 0.02 0.51 73.97 2023/2/6
-0.5 1.1 Role:PutRevCalSprd J -1 69.50 -1 2.14 0.10 0.45 73.97 2023/2/6
-1.3 1.1 PutRevCal J -1 63.00 -1 0.70 0.10 0.47 73.97 2023/2/6 4
-1.0 1.1 PutRevCal K -1 63.00 1 1.38 0.19 0.45 74.25 2023/2/6 4
1.2 1.1 CallRevCal J 1 83.50 -1 0.89 0.10 0.38 73.97 2023/2/6 2
0.9 1.1 CallRevCal K 1 83.50 1 1.91 0.19 0.37 74.25 2023/2/6 2
---
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CORN 2¢ LOWER, SOYBEANS ALSO DOWN | THURSDAY, FEBRUARY 23, 2023
At this time in grain markets, corn futures are 2¢ lower, soybean futures are 2¢ to 5¢ lower and wheat futures are mixed — mostly lower. KC wheat which has been trading at a large premium to the CBOT wheat is getting hit the hardest.
* Soybean
Date 2023/2/24
1st Future price 1,530.0 Month= 5
2nd Future price 1,530.0 Month= 5
Monthly sigma -
Next month's average sigma #DIV/0!
HV 0.13
HV/σ -1.8
Daily expected return 3.5
Daily STDEV 14.9
Monthly expected return 23.6
Monthly STDEV 63.8
Premium total: -8.00
Net Δ -0.1
Net Γ -0.0
Net Λ 140.5
VaR/Balance (V/B) [%] 0.0%
- Max for 3M Min for 3M
safe zone 1,555.4 1,431.8
delta 25.4 -98.3
delta/σ 0.4 -1.5
- - -
Trend : Bull/Bare Bull -
σ Version Tactics Code C1/P-1 権利行使価格 Short1/Buy-1 残存期間 Premium IV Price Traded date Qty
-1.6 1.0 PutCalSprd J -1 1,430.0 1 0.08 1.7 0.168 1,530.0 2023/2/24 2
-1.1 1.0 PutCalSprd K -1 1,430.0 -1 0.15 5.7 0.165 1,530.0 2023/2/24 2
---
https:/
Crude oil lower; Global growth concerns outweigh pipeline stoppage
* Oil
現在日付 2023/2/28
1st Price 75.02 Apr
2nd Price 75.16 May
Mothly change/σ -0.7
Next month's average change/σ -0.7
Daily STDEV 1.67
Monthly STDEV 7.22
Monthly expected return 0.97
HV 0.274
HV/σ -1.31
total premium: 3.5
Net Δ 0.1
Net Γ 0.0
Net Λ -27.1
VaR/Balance (V/B) [%] -26.2%
σ Version Tactics Month C1/P-1 Strike Sell1/Buy-1 Premium Time IV Entry price Entry date Qty
0.9 2.0 CLOSE1:Call rev cal spread X 1 94.00 -1 1.78 0.63 0.49 82.93 2022/9/8 0
0.9 2.0 CLOSE2:Call rev cal spread Z 1 94.00 1 3.19 0.71 0.49 82.35 2022/9/8 0
0.9 2.1 CLOSE1: X 1 94.00 1 2.59 0.63 0.43 88.79 2022/9/14
0.9 2.1 CLOSE2: Z 1 94.00 -1 4.50 0.71 0.46 88.07 2022/9/14
1.2 2.1 CLOSE3:CallCalSprd X 1 100.00 1 1.27 0.63 0.44 88.79 2022/9/14 0
1.2 2.1 CLOSE4:CallRevCalSprd:CallCalSprd Z 1 100.00 -1 2.79 0.71 0.46 88.07 2022/9/14 0
1.2 2.2 CLOSE3: X 1 100.00 -1 0.28 0.63 0.54 82.69 2022/9/29
1.0 2.2 ROLL:CLOSE5:Naked:CallRevCalSprd: F 1 100.00 1 2.22 1.00 0.50 81.77 2022/9/29 0
1.2 2.3 CLOSE4: Z 1 100.00 1 0.98 0.71 0.50 84.62 2022/10/14
0.1 2.4 CLOSE6:PutRevCalSprd:ROLL G -1 77.00 1 2.59 1.00 0.52 90.20 2022/11/7 0
1.0 2.4 CLOSE5 F 1 100.00 -1 2.58 1.00 0.47 91.41 2022/11/7
0.1 2.5 CLOSE7:PutRevCalSprd: F -1 77.00 -1 1.59 1.00 0.49 85.77 2022/11/11 0
0.1 2.6 CLOSE6: G -1 77.00 -1 3.78 1.00 0.49 80.66 2022/11/30
0.1 2.6 CLOSE7: F -1 77.00 1 1.77 1.00 0.52 80.62 2022/11/30
-0.3 2.6 CLOSE8:Roll_PutRevCalSprd G -1 68.00 -1 1.39 1.00 0.53 80.66 2022/11/30 0
-0.3 2.6 EXPIRED:LongButterflly:RevRatioSprd:Roll_PutRevCalSprd H -1 68.00 1 2.42 1.00 0.53 80.66 2022/11/30 0
-0.3 2.7 CLOSE8: G -1 68.00 1 0.40 1.00 0.46 77.51 2022/12/28 0
-0.1 2.7 EXPIRED:LongButterflly:RevRatioSprd: H -1 73.00 -1 2.92 1.00 0.46 77.61 2022/12/28 0
0.7 2.7 CLOSE9:CallRevCalSprd H 1 91.50 -1 1.05 1.00 0.43 77.61 2022/12/28 0
3.1 2.7 Naked:RevRatio:Naked:CallRevCalSprd J 1 91.50 1 2.07 0.04 0.43 77.61 2022/12/28 2
-0.5 1.0 EXPIRED:LongButterflly: H -1 63.00 -1 0.12 1.00 0.55 80.07 2023/1/25 0
0.7 1.0 CLOSE9: H 1 91.50 1 0.29 1.00 0.39 80.07 2023/1/25 0
-0.2 1.0 CLOSE10:Role:PutRevCalSprd H -1 69.50 -1 0.40 1.00 0.47 80.07 2023/1/25 0
-1.0 1.0 CLOSE10:Role:PutRevCalSprd J -1 69.50 1 1.22 0.04 0.45 80.38 2023/1/25 0
2.4 1.1 CLOSE11:RevRatio: J 1 87.50 -1 0.44 0.04 0.38 73.97 2023/2/6 0
-0.2 1.1 CLOSE10: H -1 69.50 1 0.70 1.00 0.51 73.97 2023/2/6
-1.0 1.1 CLOSE10: J -1 69.50 -1 2.14 0.04 0.45 73.97 2023/2/6
-2.3 1.1 CLOSE12:Role-PutRevCal J -1 63.00 -1 0.70 0.04 0.47 73.97 2023/2/6 0
-1.3 1.1 RevRatio:Role-PutRevCal K -1 63.00 1 1.38 0.13 0.45 74.25 2023/2/6 4
1.6 1.1 CLOSE14:CallRevCal J 1 83.50 -1 0.89 0.04 0.38 73.97 2023/2/6 0
0.9 1.1 CLOSE13:CallRevCal K 1 83.50 1 1.91 0.13 0.37 74.25 2023/2/6 0
2.4 1.2 CLOSE11 J 1 87.50 1 0.13 0.04 0.43 75.02 2023/2/28
-2.3 1.2 CLOSE12: J -1 63.00 1 0.16 0.04 0.52 75.02 2023/2/28
0.9 1.2 CLOSE13: K 1 83.50 -1 1.29 0.13 0.36 75.16 2023/2/28
1.6 1.2 CLOSE14: J 1 83.50 1 0.29 0.04 0.39 75.02 2023/2/28
1.2 1.2 CallRevCal K 1 86.00 -1 0.87 0.13 0.36 75.16 2023/2/28 3
0.9 1.2 CallRevCal M 1 86.00 1 1.72 0.21 0.36 75.16 2023/2/28 3
-1.2 1.2 RevRatio: K -1 64.00 -1 0.69 0.13 0.41 75.16 2023/2/28 1
Crude oil edges higher on optimism over China's demand growth
Investing.com -- Oil prices traded higher Monday, boosted by optimistic comments regarding the recovery in Chinese demand from the International Energy Agency.
By 09:35 ET (14:35 GMT), U.S. crude futures traded 0.2% higher at $73.50 a barrel, while the Brent contract rose 0.5% to $80.33 a barrel.
China’s economic recovery from the constraints of its recently rejected zero-COVID policy could be stronger than previously expected, the head of the International Energy Agency, Fatih Birol, said in an interview over the weekend.
* Oil
現在日付 2023/2/6
1st Price 73.97 Apr
2nd Price 74.25 May
Mothly change/σ 0.0
Next month's average change/σ -1.0
Daily STDEV 1.87
Monthly STDEV 7.25
Monthly expected return 1.02
HV 0.260
HV/σ -2.35
total premium: 2.8
Net Δ -0.1
Net Γ -0.0
Net Λ -22.9
VaR/Balance (V/B) [%] -23.3%
σ Version Tactics Month C1/P-1 Strike Sell1/Buy-1 Premium Time IV Entry price Entry date Qty
0.8 2.0 CLOSE1:Call rev cal spread X 1 94.00 -1 1.78 1.00 0.49 82.93 2022/9/8 0
0.8 2.0 CLOSE2:Call rev cal spread Z 1 94.00 1 3.19 1.00 0.49 82.35 2022/9/8 0
0.8 2.1 CLOSE1: X 1 94.00 1 2.59 1.00 0.43 88.79 2022/9/14
0.8 2.1 CLOSE2: Z 1 94.00 -1 4.50 1.00 0.46 88.07 2022/9/14
1.0 2.1 CLOSE3:CallCalSprd X 1 100.00 1 1.27 1.00 0.44 88.79 2022/9/14 0
1.0 2.1 CLOSE4:CallRevCalSprd:CallCalSprd Z 1 100.00 -1 2.79 1.00 0.46 88.07 2022/9/14 0
1.0 2.2 CLOSE3: X 1 100.00 -1 0.28 1.00 0.54 82.69 2022/9/29
1.0 2.2 ROLL:CLOSE5:Naked:CallRevCalSprd: F 1 100.00 1 2.22 1.00 0.50 81.77 2022/9/29 0
1.0 2.3 CLOSE4: Z 1 100.00 1 0.98 1.00 0.50 84.62 2022/10/14
0.1 2.4 CLOSE6:PutRevCalSprd:ROLL G -1 77.00 1 2.59 1.00 0.52 90.20 2022/11/7 0
1.0 2.4 CLOSE5 F 1 100.00 -1 2.58 1.00 0.47 91.41 2022/11/7
0.1 2.5 CLOSE7:PutRevCalSprd: F -1 77.00 -1 1.59 1.00 0.49 85.77 2022/11/11 0
0.1 2.6 CLOSE6: G -1 77.00 -1 3.78 1.00 0.49 80.66 2022/11/30
0.1 2.6 CLOSE7: F -1 77.00 1 1.77 1.00 0.52 80.62 2022/11/30
-0.2 2.6 CLOSE8:Roll_PutRevCalSprd G -1 68.00 -1 1.39 1.00 0.53 80.66 2022/11/30 0
-1.5 2.6 LongButterflly:RevRatioSprd:Roll_PutRevCalSprd H -1 68.00 1 2.42 0.02 0.53 80.66 2022/11/30 2
-0.2 2.7 CLOSE8: G -1 68.00 1 0.40 1.00 0.46 77.51 2022/12/28 0
-0.2 2.7 LongButterflly:RevRatioSprd: H -1 73.00 -1 2.92 0.02 0.46 77.61 2022/12/28 1
4.4 2.7 CLOSE9:CallRevCalSprd H 1 91.50 -1 1.05 0.02 0.43 77.61 2022/12/28 0
2.1 2.7 RevRatio:Naked:CallRevCalSprd J 1 91.50 1 2.07 0.10 0.43 77.61 2022/12/28 2
-2.8 1.0 LongButterflly: H -1 63.00 -1 0.12 0.02 0.55 80.07 2023/1/25 1
4.4 1.0 CLOSE9: H 1 91.50 1 0.29 0.02 0.39 80.07 2023/1/25 0
-1.1 1.0 Role:PutRevCalSprd H -1 69.50 -1 0.40 0.02 0.47 80.07 2023/1/25 0
-0.5 1.0 Role:PutRevCalSprd J -1 69.50 1 1.22 0.10 0.45 80.38 2023/1/25 0
1.7 1.1 RevRatio: J 1 87.50 -1 0.44 0.10 0.38 73.97 2023/2/6 1
-1.1 1.1 Role:PutRevCalSprd H -1 69.50 1 0.70 0.02 0.51 73.97 2023/2/6
-0.5 1.1 Role:PutRevCalSprd J -1 69.50 -1 2.14 0.10 0.45 73.97 2023/2/6
-1.3 1.1 PutRevCal J -1 63.00 -1 0.70 0.10 0.47 73.97 2023/2/6 4
-1.0 1.1 PutRevCal K -1 63.00 1 1.38 0.19 0.45 74.25 2023/2/6 4
1.2 1.1 CallRevCal J 1 83.50 -1 0.89 0.10 0.38 73.97 2023/2/6 2
0.9 1.1 CallRevCal K 1 83.50 1 1.91 0.19 0.37 74.25 2023/2/6 2
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CORN 2¢ LOWER, SOYBEANS ALSO DOWN | THURSDAY, FEBRUARY 23, 2023
At this time in grain markets, corn futures are 2¢ lower, soybean futures are 2¢ to 5¢ lower and wheat futures are mixed — mostly lower. KC wheat which has been trading at a large premium to the CBOT wheat is getting hit the hardest.
* Soybean
Date 2023/2/24
1st Future price 1,530.0 Month= 5
2nd Future price 1,530.0 Month= 5
Monthly sigma -
Next month's average sigma #DIV/0!
HV 0.13
HV/σ -1.8
Daily expected return 3.5
Daily STDEV 14.9
Monthly expected return 23.6
Monthly STDEV 63.8
Premium total: -8.00
Net Δ -0.1
Net Γ -0.0
Net Λ 140.5
VaR/Balance (V/B) [%] 0.0%
- Max for 3M Min for 3M
safe zone 1,555.4 1,431.8
delta 25.4 -98.3
delta/σ 0.4 -1.5
- - -
Trend : Bull/Bare Bull -
σ Version Tactics Code C1/P-1 権利行使価格 Short1/Buy-1 残存期間 Premium IV Price Traded date Qty
-1.6 1.0 PutCalSprd J -1 1,430.0 1 0.08 1.7 0.168 1,530.0 2023/2/24 2
-1.1 1.0 PutCalSprd K -1 1,430.0 -1 0.15 5.7 0.165 1,530.0 2023/2/24 2
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https:/
Crude oil lower; Global growth concerns outweigh pipeline stoppage
* Oil
現在日付 2023/2/28
1st Price 75.02 Apr
2nd Price 75.16 May
Mothly change/σ -0.7
Next month's average change/σ -0.7
Daily STDEV 1.67
Monthly STDEV 7.22
Monthly expected return 0.97
HV 0.274
HV/σ -1.31
total premium: 3.5
Net Δ 0.1
Net Γ 0.0
Net Λ -27.1
VaR/Balance (V/B) [%] -26.2%
σ Version Tactics Month C1/P-1 Strike Sell1/Buy-1 Premium Time IV Entry price Entry date Qty
0.9 2.0 CLOSE1:Call rev cal spread X 1 94.00 -1 1.78 0.63 0.49 82.93 2022/9/8 0
0.9 2.0 CLOSE2:Call rev cal spread Z 1 94.00 1 3.19 0.71 0.49 82.35 2022/9/8 0
0.9 2.1 CLOSE1: X 1 94.00 1 2.59 0.63 0.43 88.79 2022/9/14
0.9 2.1 CLOSE2: Z 1 94.00 -1 4.50 0.71 0.46 88.07 2022/9/14
1.2 2.1 CLOSE3:CallCalSprd X 1 100.00 1 1.27 0.63 0.44 88.79 2022/9/14 0
1.2 2.1 CLOSE4:CallRevCalSprd:CallCalSprd Z 1 100.00 -1 2.79 0.71 0.46 88.07 2022/9/14 0
1.2 2.2 CLOSE3: X 1 100.00 -1 0.28 0.63 0.54 82.69 2022/9/29
1.0 2.2 ROLL:CLOSE5:Naked:CallRevCalSprd: F 1 100.00 1 2.22 1.00 0.50 81.77 2022/9/29 0
1.2 2.3 CLOSE4: Z 1 100.00 1 0.98 0.71 0.50 84.62 2022/10/14
0.1 2.4 CLOSE6:PutRevCalSprd:ROLL G -1 77.00 1 2.59 1.00 0.52 90.20 2022/11/7 0
1.0 2.4 CLOSE5 F 1 100.00 -1 2.58 1.00 0.47 91.41 2022/11/7
0.1 2.5 CLOSE7:PutRevCalSprd: F -1 77.00 -1 1.59 1.00 0.49 85.77 2022/11/11 0
0.1 2.6 CLOSE6: G -1 77.00 -1 3.78 1.00 0.49 80.66 2022/11/30
0.1 2.6 CLOSE7: F -1 77.00 1 1.77 1.00 0.52 80.62 2022/11/30
-0.3 2.6 CLOSE8:Roll_PutRevCalSprd G -1 68.00 -1 1.39 1.00 0.53 80.66 2022/11/30 0
-0.3 2.6 EXPIRED:LongButterflly:RevRatioSprd:Roll_PutRevCalSprd H -1 68.00 1 2.42 1.00 0.53 80.66 2022/11/30 0
-0.3 2.7 CLOSE8: G -1 68.00 1 0.40 1.00 0.46 77.51 2022/12/28 0
-0.1 2.7 EXPIRED:LongButterflly:RevRatioSprd: H -1 73.00 -1 2.92 1.00 0.46 77.61 2022/12/28 0
0.7 2.7 CLOSE9:CallRevCalSprd H 1 91.50 -1 1.05 1.00 0.43 77.61 2022/12/28 0
3.1 2.7 Naked:RevRatio:Naked:CallRevCalSprd J 1 91.50 1 2.07 0.04 0.43 77.61 2022/12/28 2
-0.5 1.0 EXPIRED:LongButterflly: H -1 63.00 -1 0.12 1.00 0.55 80.07 2023/1/25 0
0.7 1.0 CLOSE9: H 1 91.50 1 0.29 1.00 0.39 80.07 2023/1/25 0
-0.2 1.0 CLOSE10:Role:PutRevCalSprd H -1 69.50 -1 0.40 1.00 0.47 80.07 2023/1/25 0
-1.0 1.0 CLOSE10:Role:PutRevCalSprd J -1 69.50 1 1.22 0.04 0.45 80.38 2023/1/25 0
2.4 1.1 CLOSE11:RevRatio: J 1 87.50 -1 0.44 0.04 0.38 73.97 2023/2/6 0
-0.2 1.1 CLOSE10: H -1 69.50 1 0.70 1.00 0.51 73.97 2023/2/6
-1.0 1.1 CLOSE10: J -1 69.50 -1 2.14 0.04 0.45 73.97 2023/2/6
-2.3 1.1 CLOSE12:Role-PutRevCal J -1 63.00 -1 0.70 0.04 0.47 73.97 2023/2/6 0
-1.3 1.1 RevRatio:Role-PutRevCal K -1 63.00 1 1.38 0.13 0.45 74.25 2023/2/6 4
1.6 1.1 CLOSE14:CallRevCal J 1 83.50 -1 0.89 0.04 0.38 73.97 2023/2/6 0
0.9 1.1 CLOSE13:CallRevCal K 1 83.50 1 1.91 0.13 0.37 74.25 2023/2/6 0
2.4 1.2 CLOSE11 J 1 87.50 1 0.13 0.04 0.43 75.02 2023/2/28
-2.3 1.2 CLOSE12: J -1 63.00 1 0.16 0.04 0.52 75.02 2023/2/28
0.9 1.2 CLOSE13: K 1 83.50 -1 1.29 0.13 0.36 75.16 2023/2/28
1.6 1.2 CLOSE14: J 1 83.50 1 0.29 0.04 0.39 75.02 2023/2/28
1.2 1.2 CallRevCal K 1 86.00 -1 0.87 0.13 0.36 75.16 2023/2/28 3
0.9 1.2 CallRevCal M 1 86.00 1 1.72 0.21 0.36 75.16 2023/2/28 3
-1.2 1.2 RevRatio: K -1 64.00 -1 0.69 0.13 0.41 75.16 2023/2/28 1
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コメント(2)
___ GARCH model results review ___
2023年 2月 7日 火曜日 00時22分46秒 JST
VolPerSigma : Volatility : Filename : Products
-0.21 : 0.167 : result0.txt : ./S&P 500 Futures Historical Data.csv
-0.25 : 0.146 : result1.txt : ./Gold Futures Historical Data.csv
-0.64 : 0.325 : result4.txt : ./Crude Oil WTI Futures Historical Data (2).csv
-0.79 : 0.185 : result2.txt : ./US Soybeans Futures Historical Data.csv
-0.94 : 0.160 : result3.txt : ./US Corn Futures Historical Data (2).csv
0.47 : 0.089 : result5.txt : ./EUR_USD Historical Data.csv
0.87 : 0.077 : result6.txt : ./US 10 Year T-Note Futures Historical Data.csv
2023年 2月 7日 火曜日 00時22分46秒 JST
VolPerSigma : Volatility : Filename : Products
-0.21 : 0.167 : result0.txt : ./S&P 500 Futures Historical Data.csv
-0.25 : 0.146 : result1.txt : ./Gold Futures Historical Data.csv
-0.64 : 0.325 : result4.txt : ./Crude Oil WTI Futures Historical Data (2).csv
-0.79 : 0.185 : result2.txt : ./US Soybeans Futures Historical Data.csv
-0.94 : 0.160 : result3.txt : ./US Corn Futures Historical Data (2).csv
0.47 : 0.089 : result5.txt : ./EUR_USD Historical Data.csv
0.87 : 0.077 : result6.txt : ./US 10 Year T-Note Futures Historical Data.csv
___ GARCH model results review ___
2023年 2月17日 金曜日 19時21分22秒 JST
VolPerSigma : Volatility : Filename : Products
-0.00 : 0.080 : result3.txt : ./EUR_USD Historical Data (1).csv
-0.24 : 0.145 : result2.txt : ./Gold Futures Historical Data (1).csv
-0.55 : 0.165 : result6.txt : ./S&P 500 Futures Historical Data (1).csv
-0.90 : 0.313 : result4.txt : ./Crude Oil WTI Futures Historical Data (3).csv
-0.92 : 0.160 : result5.txt : ./US Corn Futures Historical Data (3).csv
-1.20 : 0.151 : result0.txt : ./US Soybeans Futures Historical Data (1).csv
0.61 : 0.073 : result1.txt : ./US 10 Year T-Note Futures Historical Data (1).csv
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2023年 2月17日 金曜日 19時21分22秒 JST
VolPerSigma : Volatility : Filename : Products
-0.00 : 0.080 : result3.txt : ./EUR_USD Historical Data (1).csv
-0.24 : 0.145 : result2.txt : ./Gold Futures Historical Data (1).csv
-0.55 : 0.165 : result6.txt : ./S&P 500 Futures Historical Data (1).csv
-0.90 : 0.313 : result4.txt : ./Crude Oil WTI Futures Historical Data (3).csv
-0.92 : 0.160 : result5.txt : ./US Corn Futures Historical Data (3).csv
-1.20 : 0.151 : result0.txt : ./US Soybeans Futures Historical Data (1).csv
0.61 : 0.073 : result1.txt : ./US 10 Year T-Note Futures Historical Data (1).csv
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