Binary Options Martingale Calculator Online FXProSystems

The Latest Money Management Strategy on Binary Options – Martingale

Among the huge number of strategies that are applied in the binary options market, the Martingale method is currently very popular. Let us clarify right away – the presented methodology is not designed to find optimal entry points to the market, but to manage capital. With the strict observance of certain rules, each trader, regardless of the number of losing trades, can bring his trade to profit. As it turns out, you will learn from the information below.
https://www.basicfinancecare.com/the-latest-money-management-strategy-on-binary-options-martingale.html
submitted by Jamespaul09 to u/Jamespaul09 [link] [comments]

Binary options and Martingale

Binary options and Martingale
Trading using the Martingale principle is constantly found in binary options for newbie’s courses, even though in terms of the number of lost deposits it takes first place with a huge margin from competitors.
New strategies and advisers are constantly appearing, “smart martingale” methods and other strange things.
We will try to understand whether there is a profitable martingale trading strategy or is it just a marketing technique for receiving money from traders.
Read more on our website https://vfxalert.com/en/?partner=8&utm_source=reddit.com
https://preview.redd.it/seygsjm5hj541.png?width=500&format=png&auto=webp&s=20017a861799d0f46ffe6c09995c219f1e455d6f
#binaryoptionsstrategy #BinaryOptionTradingStrategies #BestBinaryOptionTradingStrategies #binaryoptionsstrategy2019 #binaryoptionsstrategyforbinomo #strategyforbinomo
submitted by vfxAlert to u/vfxAlert [link] [comments]

Why or why not would the martingale strategy(double up loses) make someone rich quickly in binary options ?

submitted by Manguru to AskReddit [link] [comments]

Can Binary options and Martingale strategies “live” happily together? Read about Martingale methods in binary options and the best way to use them

submitted by tradingmind to binaryoption [link] [comments]

IQ Option Binary Options Using Martingale Trading Strategy (2016)

submitted by 7RscF4pd to socialskills [link] [comments]

No gods, no kings, only NOPE - or divining the future with options flows. [Part 3: Hedge Winding, Unwinding, and the NOPE]

Hello friends!
We're on the last post of this series ("A Gentle Introduction to NOPE"), where we get to use all the Big Boy Concepts (TM) we've discussed in the prior posts and put them all together. Some words before we begin:
  1. This post will be massively theoretical, in the sense that my own speculation and inferences will be largely peppered throughout the post. Are those speculations right? I think so, or I wouldn't be posting it, but they could also be incorrect.
  2. I will briefly touch on using the NOPE this slide, but I will make a secondary post with much more interesting data and trends I've observed. This is primarily for explaining what NOPE is and why it potentially works, and what it potentially measures.
My advice before reading this is to glance at my prior posts, and either read those fully or at least make sure you understand the tl;drs:
https://www.reddit.com/thecorporation/collection/27dc72ad-4e78-44cd-a788-811cd666e32a
Depending on popular demand, I will also make a last-last post called FAQ, where I'll tabulate interesting questions you guys ask me in the comments!
---
So a brief recap before we begin.
Market Maker ("Mr. MM"): An individual or firm who makes money off the exchange fees and bid-ask spread for an asset, while usually trying to stay neutral about the direction the asset moves.
Delta-gamma hedging: The process Mr. MM uses to stay neutral when selling you shitty OTM options, by buying/selling shares (usually) of the underlying as the price moves.
Law of Surprise [Lily-ism]: Effectively, the expected profit of an options trade is zero for both the seller and the buyer.
Random Walk: A special case of a deeper probability probability called a martingale, which basically models stocks or similar phenomena randomly moving every step they take (for stocks, roughly every millisecond). This is one of the most popular views of how stock prices move, especially on short timescales.
Future Expected Payoff Function [Lily-ism]: This is some hidden function that every market participant has about an asset, which more or less models all the possible future probabilities/values of the assets to arrive at a "fair market price". This is a more generalized case of a pricing model like Black-Scholes, or DCF.
Counter-party: The opposite side of your trade (if you sell an option, they buy it; if you buy an option, they sell it).
Price decoherence ]Lily-ism]: A more generalized notion of IV Crush, price decoherence happens when instead of the FEPF changing gradually over time (price formation), the FEPF rapidly changes, due usually to new information being added to the system (e.g. Vermin Supreme winning the 2020 election).
---
One of the most popular gambling events for option traders to play is earnings announcements, and I do owe the concept of NOPE to hypothesizing specifically about the behavior of stock prices at earnings. Much like a black hole in quantum mechanics, most conventional theories about how price should work rapidly break down briefly before, during, and after ER, and generally experienced traders tend to shy away from playing earnings, given their similar unpredictability.
Before we start: what is NOPE? NOPE is a funny backronym from Net Options Pricing Effect, which in its most basic sense, measures the impact option delta has on the underlying price, as compared to share price. When I first started investigating NOPE, I called it OPE (options pricing effect), but NOPE sounds funnier.
The formula for it is dead simple, but I also have no idea how to do LaTeX on reddit, so this is the best I have:

https://preview.redd.it/ais37icfkwt51.png?width=826&format=png&auto=webp&s=3feb6960f15a336fa678e945d93b399a8e59bb49
Since I've already encountered this, put delta in this case is the absolute value (50 delta) to represent a put. If you represent put delta as a negative (the conventional way), do not subtract it; add it.
To keep this simple for the non-mathematically minded: the NOPE today is equal to the weighted sum (weighted by volume) of the delta of every call minus the delta of every put for all options chains extending from today to infinity. Finally, we then divide that number by the # of shares traded today in the market session (ignoring pre-market and post-market, since options cannot trade during those times).
Effectively, NOPE is a rough and dirty way to approximate the impact of delta-gamma hedging as a function of share volume, with us hand-waving the following factors:
  1. To keep calculations simple, we assume that all counter-parties are hedged. This is obviously not true, especially for idiots who believe theta ganging is safe, but holds largely true especially for highly liquid tickers, or tickers will designated market makers (e.g. any ticker in the NASDAQ, for instance).
  2. We assume that all hedging takes place via shares. For SPY and other products tracking the S&P, for instance, market makers can actually hedge via futures or other options. This has the benefit for large positions of not moving the underlying price, but still makes up a fairly small amount of hedges compared to shares.

Winding and Unwinding

I briefly touched on this in a past post, but two properties of NOPE seem to apply well to EER-like behavior (aka any binary catalyst event):
  1. NOPE measures sentiment - In general, the options market is seen as better informed than share traders (e.g. insiders trade via options, because of leverage + easier to mask positions). Therefore, a heavy call/put skew is usually seen as a bullish sign, while the reverse is also true.
  2. NOPE measures system stability
I'm not going to one-sentence explain #2, because why say in one sentence what I can write 1000 words on. In short, NOPE intends to measure sensitivity of the system (the ticker) to disruption. This makes sense, when you view it in the context of delta-gamma hedging. When we assume all counter-parties are hedged, this means an absolutely massive amount of shares get sold/purchased when the underlying price moves. This is because of the following:
a) Assume I, Mr. MM sell 1000 call options for NKLA 25C 10/23 and 300 put options for NKLA 15p 10/23. I'm just going to make up deltas because it's too much effort to calculate them - 30 delta call, 20 delta put.
This implies Mr. MM needs the following to delta hedge: (1000 call options * 30 shares to buy for each) [to balance out writing calls) - (300 put options * 20 shares to sell for each) = 24,000 net shares Mr. MM needs to acquire to balance out his deltas/be fully neutral.
b) This works well when NKLA is at $20. But what about when it hits $19 (because it only can go down, just like their trucks). Thanks to gamma, now we have to recompute the deltas, because they've changed for both the calls (they went down) and for the puts (they went up).
Let's say to keep it simple that now my calls are 20 delta, and my puts are 30 delta. From the 24,000 net shares, Mr. MM has to now have:
(1000 call options * 20 shares to have for each) - (300 put options * 30 shares to sell for each) = 11,000 shares.
Therefore, with a $1 shift in price, now to hedge and be indifferent to direction, Mr. MM has to go from 24,000 shares to 11,000 shares, meaning he has to sell 13,000 shares ASAP, or take on increased risk. Now, you might be saying, "13,000 shares seems small. How would this disrupt the system?"
(This process, by the way, is called hedge unwinding)
It won't, in this example. But across thousands of MMs and millions of contracts, this can - especially in highly optioned tickers - make up a substantial fraction of the net flow of shares per day. And as we know from our desk example, the buying or selling of shares directly changes the price of the stock itself.
This, by the way, is why the NOPE formula takes the shape it does. Some astute readers might notice it looks similar to GEX, which is not a coincidence. GEX however replaces daily volume with open interest, and measures gamma over delta, which I did not find good statistical evidence to support, especially for earnings.
So, with our example above, why does NOPE measure system stability? We can assume for argument's sake that if someone buys a share of NKLA, they're fine with moderate price swings (+- $20 since it's NKLA, obviously), and in it for the long/medium haul. And in most cases this is fine - we can own stock and not worry about minor swings in price. But market makers can't* (they can, but it exposes them to risk), because of how delta works. In fact, for most institutional market makers, they have clearly defined delta limits by end of day, and even small price changes require them to rebalance their hedges.
This over the whole market adds up to a lot shares moving, just to balance out your stupid Robinhood YOLOs. While there are some tricks (dark pools, block trades) to not impact the price of the underlying, the reality is that the more options contracts there are on a ticker, the more outsized influence it will have on the ticker's price. This can technically be exactly balanced, if option put delta is equal to option call delta, but never actually ends up being the case. And unlike shares traded, the shares representing the options are more unstable, meaning they will be sold/bought in response to small price shifts. And will end up magnifying those price shifts, accordingly.

NOPE and Earnings

So we have a new shiny indicator, NOPE. What does it actually mean and do?
There's much literature going back to the 1980s that options markets do have some level of predictiveness towards earnings, which makes sense intuitively. Unlike shares markets, where you can continue to hold your share even if it dips 5%, in options you get access to expanded opportunity to make riches... and losses. An options trader betting on earnings is making a risky and therefore informed bet that he or she knows the outcome, versus a share trader who might be comfortable bagholding in the worst case scenario.
As I've mentioned largely in comments on my prior posts, earnings is a special case because, unlike popular misconceptions, stocks do not go up and down solely due to analyst expectations being meet, beat, or missed. In fact, stock prices move according to the consensus market expectation, which is a function of all the participants' FEPF on that ticker. This is why the price moves so dramatically - even if a stock beats, it might not beat enough to justify the high price tag (FSLY); even if a stock misses, it might have spectacular guidance or maybe the market just was assuming it would go bankrupt instead.
To look at the impact of NOPE and why it may play a role in post-earnings-announcement immediate price moves, let's review the following cases:
  1. Stock Meets/Exceeds Market Expectations (aka price goes up) - In the general case, we would anticipate post-ER market participants value the stock at a higher price, pushing it up rapidly. If there's a high absolute value of NOPE on said ticker, this should end up magnifying the positive move since:
a) If NOPE is high negative - This means a ton of put buying, which means a lot of those puts are now worthless (due to price decoherence). This means that to stay delta neutral, market makers need to close out their sold/shorted shares, buying them, and pushing the stock price up.
b) If NOPE is high positive - This means a ton of call buying, which means a lot of puts are now worthless (see a) but also a lot of calls are now worth more. This means that to stay delta neutral, market makers need to close out their sold/shorted shares AND also buy more shares to cover their calls, pushing the stock price up.
2) Stock Meets/Misses Market Expectations (aka price goes down) - Inversely to what I mentioned above, this should push to the stock price down, fairly immediately. If there's a high absolute value of NOPE on said ticker, this should end up magnifying the negative move since:
a) If NOPE is high negative - This means a ton of put buying, which means a lot of those puts are now worth more, and a lot of calls are now worth less/worth less (due to price decoherence). This means that to stay delta neutral, market makers need to sell/short more shares, pushing the stock price down.
b) If NOPE is high positive - This means a ton of call buying, which means a lot of calls are now worthless (see a) but also a lot of puts are now worth more. This means that to stay delta neutral, market makers need to sell even more shares to keep their calls and puts neutral, pushing the stock price down.
---
Based on the above two cases, it should be a bit more clear why NOPE is a measure of sensitivity to system perturbation. While we previously discussed it in the context of magnifying directional move, the truth is it also provides a directional bias to our "random" walk. This is because given a price move in the direction predicted by NOPE, we expect it to be magnified, especially in situations of price decoherence. If a stock price goes up right after an ER report drops, even based on one participant deciding to value the stock higher, this provides a runaway reaction which boosts the stock price (due to hedging factors as well as other participants' behavior) and inures it to drops.

NOPE and NOPE_MAD

I'm going to gloss over this section because this is more statistical methods than anything interesting. In general, if you have enough data, I recommend using NOPE_MAD over NOPE. While NOPE in theory represents a "real" quantity (net option delta over net share delta), NOPE_MAD (the median absolute deviation of NOPE) does not. NOPE_MAD simply answecompare the following:
  1. How exceptional is today's NOPE versus historic baseline (30 days prior)?
  2. How do I compare two tickers' NOPEs effectively (since some tickers, like TSLA, have a baseline positive NOPE, because Elon memes)? In the initial stages, we used just a straight numerical threshold (let's say NOPE >= 20), but that quickly broke down. NOPE_MAD aims to detect anomalies, because anomalies in general give you tendies.
I might add the formula later in Mathenese, but simply put, to find NOPE_MAD you do the following:
  1. Calculate today's NOPE score (this can be done end of day or intraday, with the true value being EOD of course)
  2. Calculate the end of day NOPE scores on the ticker for the previous 30 trading days
  3. Compute the median of the previous 30 trading days' NOPEs
  4. From the median, find the 30 days' median absolute deviation (https://en.wikipedia.org/wiki/Median_absolute_deviation)
  5. Find today's deviation as compared to the MAD calculated by: [(today's NOPE) - (median NOPE of last 30 days)] / (median absolute deviation of last 30 days)
This is usually reported as sigma (σ), and has a few interesting properties:
  1. The mean of NOPE_MAD for any ticker is almost exactly 0.
  2. [Lily's Speculation's Speculation] NOPE_MAD acts like a spring, and has a tendency to reverse direction as a function of its magnitude. No proof on this yet, but exploring it!

Using the NOPE to predict ER

So the last section was a lot of words and theory, and a lot of what I'm mentioning here is empirically derived (aka I've tested it out, versus just blabbered).
In general, the following holds true:
  1. 3 sigma NOPE_MAD tends to be "the threshold": For very low NOPE_MAD magnitudes (+- 1 sigma), it's effectively just noise, and directionality prediction is low, if not non-existent. It's not exactly like 3 sigma is a play and 2.9 sigma is not a play; NOPE_MAD accuracy increases as NOPE_MAD magnitude (either positive or negative) increases.
  2. NOPE_MAD is only useful on highly optioned tickers: In general, I introduce another parameter for sifting through "candidate" ERs to play: option volume * 100/share volume. When this ends up over let's say 0.4, NOPE_MAD provides a fairly good window into predicting earnings behavior.
  3. NOPE_MAD only predicts during the after-market/pre-market session: I also have no idea if this is true, but my hunch is that next day behavior is mostly random and driven by market movement versus earnings behavior. NOPE_MAD for now only predicts direction of price movements right between the release of the ER report (AH or PM) and the ending of that market session. This is why in general I recommend playing shares, not options for ER (since you can sell during the AH/PM).
  4. NOPE_MAD only predicts direction of price movement: This isn't exactly true, but it's all I feel comfortable stating given the data I have. On observation of ~2700 data points of ER-ticker events since Mar 2019 (SPY 500), I only so far feel comfortable predicting whether stock price goes up (>0 percent difference) or down (<0 price difference). This is +1 for why I usually play with shares.
Some statistics:
#0) As a baseline/null hypothesis, after ER on the SPY500 since Mar 2019, 50-51% price movements in the AH/PM are positive (>0) and ~46-47% are negative (<0).
#1) For NOPE_MAD >= +3 sigma, roughly 68% of price movements are positive after earnings.
#2) For NOPE_MAD <= -3 sigma, roughly 29% of price movements are positive after earnings.
#3) When using a logistic model of only data including NOPE_MAD >= +3 sigma or NOPE_MAD <= -3 sigma, and option/share vol >= 0.4 (around 25% of all ERs observed), I was able to achieve 78% predictive accuracy on direction.

Caveats/Read This

Like all models, NOPE is wrong, but perhaps useful. It's also fairly new (I started working on it around early August 2020), and in fact, my initial hypothesis was exactly incorrect (I thought the opposite would happen, actually). Similarly, as commenters have pointed out, the timeline of data I'm using is fairly compressed (since Mar 2019), and trends and models do change. In fact, I've noticed significantly lower accuracy since the coronavirus recession (when I measured it in early September), but I attribute this mostly to a smaller date range, more market volatility, and honestly, dumber option traders (~65% accuracy versus nearly 80%).
My advice so far if you do play ER with the NOPE method is to use it as following:
  1. Buy/short shares approximately right when the market closes before ER. Ideally even buying it right before the earnings report drops in the AH session is not a bad idea if you can.
  2. Sell/buy to close said shares at the first sign of major weakness (e.g. if the NOPE predicted outcome is incorrect).
  3. Sell/buy to close shares even if it is correct ideally before conference call, or by the end of the after-market/pre-market session.
  4. Only play tickers with high NOPE as well as high option/share vol.
---
In my next post, which may be in a few days, I'll talk about potential use cases for SPY and intraday trends, but I wanted to make sure this wasn't like 7000 words by itself.
Cheers.
- Lily
submitted by the_lilypad to thecorporation [link] [comments]

ABO-60 Seconds Binary Options Indicator

The ABO-60 Second Binary Options Indicator is a great non-repainting indicator for trading 60 second trades. All signals as pointed out in the video illustration above fire at immediate candle open for entry. One will use a martingale factor approach to recover previous losses where necessary and the amount of steps deep into the martingale will vary on each individual traders risk portfolio I'd imagine. To the point - As an investor, a 10% gain per day is huge and this tool will definitely do this for any trader, novice or experienced. Contact:
https://www.facebook.com/ABOTradeIndi...
Website: http://bit.ly/ABO-60secondindicator
submitted by tradesmart2020 to binaryoption [link] [comments]

ABO-60 Seconds Binary Options Indicator

Good day
The ABO-60 Second Binary Options Indicator is a great non-repainting indicator for trading 60 second trades. All signals as pointed out in the video illustration fire at immediate candle open for entry. One will use a martingale factor approach to recover previous losses where necessary and the amount of steps deep into the martingale will vary on each individual traders risk portfolio I'd imagine. To the point - As an investor, a 10% gain per day is huge and this tool will definitely do this for any trader, novice or experienced.
https://www.youtube.com/watch?v=AqLCoWYQXJk
https://www.facebook.com/ABOTradeIndicator
Website: http://bit.ly/ABO-60secondindicator
submitted by tradesmart2020 to binaryoptionsfourms [link] [comments]

Did I find my first ever Trading Scam?

Hi Guys,
I stumbled on this video as a recommendation on YouTube. It was fun watching it because i felt like it was a polar opposite of what i consider proper trading. https://www.youtube.com/watch?v=m_Gdzjdqw6o
What are your thoughts on it?
submitted by soso_met to Forex [link] [comments]

Chrome, Opera, Firefox extension for Cryptobo.com binary option trading

A GoodwinBit trading robot-forecaster, intended for automatic and semi-automatic trading on a binary option cryptobo.com.

The work is based on the mathematical-heuristic model of finding a point of entry into the market, built on the analysis of the input data of the largest exchanges, such as Bitfinex and Bitstamp. Based on the price data from these sites and the mathematical calculation of the levels of tolerances and corrections, the robot makes a forecast about the direction of the price curve movement, after which the order is placed in the appropriate direction, or a decision is made to automatically cancel it if the price unexpectedly went in the opposite forecast direction (Stop Loss).

Features:
- the ability to set Take Profit and Stop Loss;
- the opportunity to set the size of the bet;
- Auto-calibration relative to the current price of the option;
- support for the Martingale algorithm;
- indicator of profitability;
- Support for licensing.

Links:

submitted by dr_Nimnuln to cryptobots [link] [comments]

New Chrome Extension Bot for trading on Cryptobo.com binary option

A GoodwinBit trading robot-forecaster, intended for automatic and semi-automatic trading on a binary option cryptobo.com.

How to

The work is based on the mathematical-heuristic model of finding a point of entry into the market, built on the analysis of the input data of the largest exchanges, such as Bitfinex and Bitstamp. Based on the price data from these sites and the mathematical calculation of the levels of tolerances and corrections, the robot makes a forecast about the direction of the price curve movement, after which the order is placed in the appropriate direction, or a decision is made to automatically cancel it if the price unexpectedly went in the opposite forecast direction (Stop Loss).

Features:

Links:
submitted by dr_Nimnuln to u/dr_Nimnuln [link] [comments]

Do you think the Great Tribulation will happen in this century?

I am asking non believers and trinitarians not to comment, if you start a debate in this thread about the existence of God, the trinity, etc. I will ban you, this is a serious thread that will stay on topic.
" 'Zion's Watch Tower' has, we believe, JEHOVAH for its backer, and while this is the case it will never beg nor petition men for support. When He who says: 'All the gold and silver of the mountains are mine,' fails to provide necessary funds, we will understand it to be time to suspend the publication."
CT Russell. God's Kingdom Rules ch.18
Stephen Lett said himself that Mother has more money leaving than coming in. There is a reason for the switch to tablets, and less content heavy magazines. They just sold the Brooklyn properties because they need the money.
Now there are rumors that the preaching work is going to end and the pharisees are going to announce the great Tribulation is upon us.
What does this have to do with the actual great Tribulation?
Up until a couple years ago, the official teaching was that the "Lord's" day began in 1914. Now that day has been renamed to Jehovah's Day, even though they still claim we are in the last days.
If they proclaim the Great Tribulation is here, they may very well fulfill that prophecy 2x.
Let's assume that the Great Tribulation is WW3, because it has to be cut short or else no flesh would be saved. It is a well known fact that WW3 will be fought with nukes, some being equal to or larger than the tsar Bomba, this world War has the potential to fulfill that prophecy (great Tribulation being cut short).
Perhaps we are on the brink of the great Tribulation or perhaps this is just another phase?
If in fact the man of lawlessness is the Watchtower. I would expect WW3 to begin some time after they have announced the great Tribulation is here. This lie about the presence of Christ would still have to be active at some point when he really returns, or not. But there is a good chance that the 1914 doctrine might still be alive when Christ returns, what else does 2 thessalonians 2 mean when it says that they will not be saved because they took pleasure in unrighteousness? If 1914 expires, then the lie manifested itself into nothing and JWs would have repented from teaching and believing it, so why would Christ return to condemn repentant worshipers to death?
I think, since this stuff surrounding Rutherford and spiritism is true, and the GB has made weird comments about there being undeniable proof that Christ began ruling in 1914, that they may have had a sign or prediction shown to them through some sort of spiritism, all it would take is an apparition or automatic writing by demon pretending to be an angel of light to mislead them. They would never suspect Satan to be misleading them, because they think they are anointed by Jehovah.
OR, they have the arrogance to announce the great Tribulation is here because of all attacks they are getting from all sides, no angel of light being involved.
Either way, it doesn't matter, if they say the great Tribulation is here, and WW3 begins afterwards (see Trump vs North Korea) they will become gods in the eyes of JWs, "surely they are appointed by Jehovah! They predicted the great Tribulation, etc."
Think about it, people have predicted that end of the world every year since Christ. Eventually someone is going to be right. When i used to gamble on forex pairs a few years ago (euUSD, etc.) I would place a bet in a binary options Broker. If I was betting that price would be above my execution line at the expiration of time, I would win, if it wasn't I would lose all the money placed on the bet. But if you keep betting that price will be higher each minute that passes, eventually you will be right, Because it is impossible that the pair will drop for eternity. This is called the martingale. I once martingaled 12 times before I was right and won back all the money I lost, I quit after that and trust me Jehovah punished me for my recklessness. Anyways, it entirely possible that all these false prophets will eventually be right about the end of the world after guessing for two thousand years. They have essentially used the martingale method I their prophecies, so the Watchtower could end up predicting the great Tribulation, being right about the timing but wrong about the reason.
JWs will be so convinced that the man of lawlessness is appointed by God, that he makes himself a god in God's Temple. Then when Revelation 11 begins, they will reject these two witnesses. And so, when Christ returns they will be judged because they did not take pleasure in righteousness.
This is all an opinion of how the chain of events could play out based on the information available right now.
What are your opinions about the great Tribulation?
Some have said that Christ returns and then the 2 witnesses are appointed, I don't know how they come to that conclusion, but if you know, please share.
submitted by Deuteronomy1822 to JehovahsWitnesses [link] [comments]

Help choosing Stats courses

I'm going to be a junior in college soon, and I need help choosing between different statistics courses! I'm very much interested in Machine Learning and Data science, but I'm not sure which Statistics courses will help for that, if I decide to attend graduate school. I'm hoping to complete a minor in either Math or Stats, but I'm not too focused on the official title, rather the material I'll learn. Any help is appreciated!! Here's some course sequences I'm deciding between:
  1. Probability and Stochastic Processes (In the Math Department, 3 courses): Basic concepts of random variables, distributions, independence, correlations, moments, limit theorems, conditional probability, Markov chains, gambler's ruin, branching process, birth and death processes, numerical simulations in Matlab. / Exponential distributions, Poisson processes, continuous time Markov chains, renewal theory, insurance ruin and claim problems, numerical simulations in Matlab. / Martingales, Invariance Principle, Brownian motions and applications in option pricing, stationary processes and applications in Wiener filter, numerical simulations in Matlab.
  2. Statistical Methods for Data Analysis (3 courses): Introduction to statistical methods for analyzing data from experiments and surveys. Methods covered include two-sample procedures, analysis of variance, simple and multiple linear regression. / Emphasizes application and understanding of methods for categorical data including contingency tables, logistic and Poisson regression, loglinear models. / Topics covered include survival methods for censored time-to-event data, linear mixed models, non-linear mixed effects models, and generalized estimating equations.
  3. Introduction to Probability and Statistics (3 courses): Introduction to basic principles of probability and statistical inference. Axiomatic definition of probability, random variables, probability distributions, expectation. / Point estimation, interval estimating, and testing hypotheses, Bayesian approaches to inference. / Linear regression, analysis or variance, model checking.
  4. Introduction to Bayesian Data Analysis (1 course): Basic Bayesian concepts and methods with emphasis on data analysis. Special emphasis on specification of prior distributions. Development for one-two samples and on to binary, Poisson, and linear regression. Analyses performed using free OpenBugs software.
  5. Multivariate Statistical Methods (1 course): Theory and application of multivariate statistical methods. Topics include statistical inference for the multivariate normal model and its extensions to multiple samples and regression, use of statistical packages for data visualization and reduction, discriminant analysis, cluster analysis, and factor analysis.
  6. Linear Algebra (2 courses)
  7. Numerical Analysis (2 courses)
  8. Real Analysis (1-3 courses)
submitted by statsthrowaway124 to AskStatistics [link] [comments]

Help deciding which Statistics courses to take

X-post from /AskStatistics
I'm going to be a junior in college soon, and I need help choosing between different statistics courses! I'm very much interested in Machine Learning and Data science, but I'm not sure which Statistics courses will help for that, if I decide to attend graduate school. I'm hoping to complete a minor in either Math or Stats, but I'm not too focused on the official title, rather the material I'll learn. Any help is appreciated!! Here's some course sequences I'm deciding between:
  1. Probability and Stochastic Processes (In the Math Department, 3 courses): Basic concepts of random variables, distributions, independence, correlations, moments, limit theorems, conditional probability, Markov chains, gambler's ruin, branching process, birth and death processes, numerical simulations in Matlab. / Exponential distributions, Poisson processes, continuous time Markov chains, renewal theory, insurance ruin and claim problems, numerical simulations in Matlab. / Martingales, Invariance Principle, Brownian motions and applications in option pricing, stationary processes and applications in Wiener filter, numerical simulations in Matlab.
  2. Statistical Methods for Data Analysis (3 courses): Introduction to statistical methods for analyzing data from experiments and surveys. Methods covered include two-sample procedures, analysis of variance, simple and multiple linear regression. / Emphasizes application and understanding of methods for categorical data including contingency tables, logistic and Poisson regression, loglinear models. / Topics covered include survival methods for censored time-to-event data, linear mixed models, non-linear mixed effects models, and generalized estimating equations.
  3. Introduction to Probability and Statistics (3 courses): Introduction to basic principles of probability and statistical inference. Axiomatic definition of probability, random variables, probability distributions, expectation. / Point estimation, interval estimating, and testing hypotheses, Bayesian approaches to inference. / Linear regression, analysis or variance, model checking.
  4. Introduction to Bayesian Data Analysis (1 course): Basic Bayesian concepts and methods with emphasis on data analysis. Special emphasis on specification of prior distributions. Development for one-two samples and on to binary, Poisson, and linear regression. Analyses performed using free OpenBugs software.
  5. Multivariate Statistical Methods (1 course): Theory and application of multivariate statistical methods. Topics include statistical inference for the multivariate normal model and its extensions to multiple samples and regression, use of statistical packages for data visualization and reduction, discriminant analysis, cluster analysis, and factor analysis.
  6. Linear Algebra (2 courses)
  7. Numerical Analysis (2 courses)
  8. Real Analysis (1-3 courses)
submitted by statsthrowaway124 to learnmachinelearning [link] [comments]

Binary Options & Profitable Win Rate

Hello there /forex! I actually fired this question off in /math and was met with crickets there. My question has to do with the math behind a sub-martingale betting strategy for Binary Options. Here's what I was thinking...
Basically I want to see if there is a mathematical way to compare two betting styles and the % win necessary to be profitable trading binary options.
I am not quite sure even of how you would set this up mathematically to solve your expected break-even point, after tinkering in excel, I found the number to be somewhere close to a 58.7% win rate on straightforward betting (with a 70% payout). Here's where it gets more cumbersome. If you were to approach the problem with a martingale style betting system, (whereby you double up your bets with each consecutive loss) would it have any impact on the % break even win rate? Lets assume the max consecutive losses I am willing to make is 4, is it more likely that I will reach a point where I have won all the money back to exceed my max loss (4 losses in a row = $75 max draw vs. probability of winning enough bets to overcome $75) and is the win rate to get there less than that of straightforward betting? For an example...
So based on probability, what is the necessary win rate to have a sub martingale (winning bias over my max loss of $75)...and is it lower than the win rate of straightforward betting? Sorry for not having a clue on how to calculate this...hopefully this has perked some interest and someone is up for the challenge. Thanks and sorry for the poorly explained example, I can try to clarify what I mean if its unclear.
TL:DR Does the necessary win rate to be profitable on a fixed payout system change with a martingale strategy?
submitted by snows4 to Forex [link] [comments]

[Just Launched] Options Domination Binary Trading - [Amazing System] - True Risk Free Trades! [New for 2015]

Many brokers or services will market something called “risk free” trades in which a certain number of your first trades you can get your money back should the signals they give you prove to be of bad quality. In most cases there are many regulations that require you to keep investing a certain amount before you can withdraw your “risk free” trades. This is the sign of a bad signal provider that probably makes more money selling their signals then they do actually implementing them themselves.
In our case study of the system we won 5 out of 7 of the trades and pocketed $250 in profit which is a 25% return on a small investment. We were very impressed with these results. At that time we could have elected to withdraw our original $1,000 and essentially be playing with the $250 “on the house”. CLICK HERE TO GET YOUR RISK FREE TRADES NOW!
CLICK HERE TO GET YOUR RISK FREE TRADES NOW!
Using their basic system of signals we were able to accumulate over $10,000 in our account in just 30 days! These are better results then we have gotten with other binary signals costing 10 times the amount of what options domination is charging. For a simple $50 a month you get multiple daily signals, keep in mind they don’t send you 1,000’s of signals a day like most services as they are focusing on the quality of the signal and not just sending you a bunch of garbage signals like many of the other companies do.
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7 Figure Traveler Review - The REAL Truth Revealed!

7 Figure Traveler is best binary option trading software. This method can be applied by any stage of trader, whether just new or skilled. This software was created in the earlier 2013, as a reply to the lots of failed binary options alternatives. We considered it was very significant to supply software in this market which can be trusted & used on an every day basis. With over 400 active traders & unlimited positive reviews, 7 Figure Traveler is the trade leader in binary signals industry. This software arrives at a low cost point & provides cost free updates for life time, a devoted support team, associate training & without charge installation for those who want it. Its moving advance plans to be steady in this marketplace for the instant and long-term opportunity. If we can give a service & produce that our consumers utilize & trust we will be now to do so. The aim of the 7 Figure Traveler is to give traders with extra income without harass. In our knowledge we establish that too many methods in the binary marketplace have luxurious claims. We don’t. The aims of this useful software are to supply charming days, charming months and charming year’s one deal at a moment. As formula as it sounds, our major focus is charming and staying forward of the marketplace situations. 7 Figure Traveler developers are constantly helpful to the wants of the customers & the maintain team cooperate a major part in the course of this software as they recognized the way that the clients desire us to leave. Why 7 Figure Traveler Software? This great software successfully expects charming binary options trades within 75-95% rate of possibility. Depending on present market conditions this software will print out on your chart, the possibility of charming the trade and tell you when to put or call. The method trades together daily & hourly tables, giving entry signals which can be applied for per day options, 30 minute & hourly options. Effectiveness of this new product The probabilities of wins are too lofty if one is choosing to go for this excellent software. The chance of correct expects is 75% to 95% that leads the users to create perfect call & put options. There are hourly and daily charts that give signals to the traders that they can utilize for the per 15 minute or 30 minutes or per hour or full day. It is broadly proficient for tracing the delicate changes in the present marketplace with full facts.
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Top features of 7 Figure Traveler Software * There are 3 basic trading systems which are Classic, Martingale and Fibonacci
What To Appear For – What Is Vital? Now here are the things which most traders discover important while looking for the exact place to deal binary options. Your wants may vary & you can get a closer stare in our binary options adviser comparison plan. Status is everything – Status is more significant than any kind of regulatory stick of support. There are un-decent sites which claim regulation & very honest brokers who are un-control. Payouts Are Quick & Consistent – Timely Payouts with history is essential in shaping the legality of site. Never put at a site which has a record of terrible payouts. Kinds Of Binary Options Accessible That You Desire To Trade – If you desire to trade the sixty second options after that Any Option won’t work for you. Or maybe you desire other common kinds of binary options such as the variety options, one stroke or other more foreign style of binary options afterward you will want to find a broker which offers that kind of trade. The ordinary ‘up-down’ binary option selection is accessible for all brokers.
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The Pros Of The 7 Figure Traveler Software
The Cons Of The 7 Figure Traveler Software 1) As I particular above, I had 90% success rate above 20 trades – whilst this is honest, the sales page status that the method is 92% precise. In spite of, I am really cheerful with this result. Bottom Line Of This Software: Genuine reviews by actual people & all statistics confirm us Binary Harass Options warrants what it needs as a return. Repayment rate is about zero & this means that about all consumers are satisfied with the software.
submitted by AlexHil to eMobilecodereviews [link] [comments]

code critique requested - binary options program

Hello, I would appreciate any and all suggestions for improvement on a program I wrote that automatically trades binary options at a website for me.
One particular thing that bothers me begins around line 427 when I repeat result = e.tradeloop(session, args) on two different lines. I want some way of abstracting the two different loops I have around this call so I dont have to repeat the code.
Also, I'd like to document this code, both for users and programmers but I've never bothered with that before either.
submitted by metaperl to learnpython [link] [comments]

How to trade with Binary Option using martingale trading ... Binäre optionen live trading Broker Finmax  Martingale strategie Deutsch Binäre optionen martingale FREE INDICATOR IONOSFERA 7 - BINARY OPTIONS 2 MARTINGALE ...

The anti-Martingale strategy involves increasing the investment only after a profitable option has been closed and reducing the subsequent investment if the previous option has made a loss. Binary options traders should, however, keep in mind that the key to making profits is having a rational approach when trading: the trader should have a plan, and settle on the maximum amount that he or she ... Martingale is a popular form of betting strategy and often used in binary options; read on to find out why you should not be using it. The Martingale Method. A martingale is one of many in a class of betting strategies that originated from, and were popular in, 18th century France. The simplest of these strategies, all intended for gambling and ... Die Binäre Optionen Martingale Strategie (Binary Options Martingale Strategy) ist etwas Besonderes. Und vielleicht wirkt der Begriff Martingale auf den einen oder anderen Einsteiger bereits ungewohnt vertraut. Hintergrund: Martingalemethoden sind auch im Roulette bekannt. Aber anders als beim Glücksspiel, wo der Zufall eine tragende Rolle übernimmt, sind es im Binäroptionenhandel andere ... Wenn Sie Martingale unbedingt testen möchten, können Sie ein Tool des Brokers Binary.com nutzen, das in dessen Skript-Shop kostenlos erhältlich ist. In die Benutzeroberfläche werden die wesentlichen Parameter wie initialer Einsatz und Anzahl der Spiele eingegeben. Danach handelt die Software die Strategie automatisch. Martingale-System und binäre Optionen. Das Martingale-System in seiner Grundform funktioniert nur, wenn die Gewinne und die Verluste gleich hoch sind. Das ist beim Handel mit binären Optionen nicht der Fall, die Verluste sind im Regelfall etwas höher. Spieler müssten ihren Einsatz also mehr als verdoppeln, um damit erfolgreich zu sein. This will help you a Binary Options Martingale Calculator which is located below. I recommend to withdraw all the profits immediately! Do not reinvest! And then, after the withdrawal of profit equal to the initial deposit, the Martingale strategy ceases to be unprofitable and starts to make a net profit. The Martingale strategy (standard version) is an increase in the bet after each loss from ... Die Martingale Strategie kann durch den Höchsteinsatz pro Option eine Grenze aufgezeigt bekommen. Für kapitalstarke Trader kann sich dadurch ein Problem ergeben. Wer schon mit sehr hohen Einsätzen einsteigt, kann durch mehrfaches Verdoppeln des Einsatzes schnell an den Höchsteinsatz stoßen. Zudem kann sich auch ein Problem darin finden, dass sich eine Verlust-Serie einstellt und ...

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How to trade with Binary Option using martingale trading ...

MY TELEGRAM CHANNEL: @BMRteam Hello my dear friends! Contact me via Whatsapp +1 202 9964205 or email: [email protected] * all old client contact me ... Binare Option offnen Demo https://goo.gl/S3jHjF HANDELSPLATTFORM FUR BINAROPTIONEN Mindestbetrag 1€. Mindesteinzahlung 10€. Rentabilitat von bis zu 90 % UNSERE PLATTFORM IST IHRE MOGLICHKEIT ... Free try: https://bit.ly/2Ox1TBQ #binary_options #iq_option_strategy #iq_option ★★Best Binary Broker List★★ ----- RISK WAR... Binäre Optionen werden als exotische Optionen klassifiziert, dennoch sind Binärdateien äußerst einfach zu verwenden und funktional zu verstehen. Die häufigste binäre Option ist eine "High ...

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