Rustamov, Orkhan; Aliyev, Fuzuli; Ajayi, Richard; … - In: Risks : open access journal 12 (2024) 7, pp. 1-19
. We applied this strategy to 130 stocks which are traded on CBOE. We developed a trading algorithm which can be used by … institutional as well as individual investors. The algorithm is set to determine historical volatility in currency and forecast … stocks analyzed with the algorithm generate positive returns along a spectrum of changing volatilities of the underlying …