Recent content by CTang

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    Automated trading risk disclosure?

    Hi, I'm not sure if I'm in the right place... but hopefully someone can point me in the right direction, if nothing else. I'm in the process of launching a hedge fund which uses automated, black-box trading. I'm looking for some standard legalese that might act as "risk disclosure" to put...
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    Calculating Historical Volatility

    Hi, I think you'll find this link incredibly useful. Equation: Historical Open-High-Low-Close Volatility: Yang Zhang - SITMO There are numerous published methods for calculating historical volatility. Pick the one that serves you + your instrument best.
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