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I am having trouble interpreting the results of a logistic regression. My outcome variable is Decision and is binary (0 or 1, not take or take a product, respectively). My predictor variable is Thoughts and is continuous, can be positive or negative, and is rounded up to the 2nd decimal point. I want to know how the probability of taking the product changes as Thoughts changes.

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2009/02/05 · Assume Black-Scholes accurately models stock price movements. Assume you know the future volatility "sigma" of the stock's price action. Assume the stock price today is "P". Assume the price-to-be-touched is "S" (the "strike price"). The probability "X" that the stock will touch or exceed the strike price S, within T days, can be found thus:

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independent Student-t prior distribution for parameters of classical logistic regression models. The priors The priors are applied after scaling all no binary variables to have mean 0 and standard deviation 0.5.

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option depends, of course, on the goals of the research. Violations of the logit assumptions seem to have less effect when estimating average preferences than when forecasting substitution patterns. These issues are discussed in subsequent sections. We now derive the logit choice probabilities, following McFadden (1974).

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MACD; Bollinger Bands; Stochastic; RSI (Relative Strength Index) ADX (Average Directional Index) Moving Average; Momentum; Williams %R; CCI (Commodity Channel Index)

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Indicator’s name comes from an interesting analogy. Ehlers saw a similarity between weighted moving averages of price and weighted indices of mass distribution for a physical object and how the center of gravity for it is defined. This way he developed the indicator that …

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But you might still be wondering, what is the use of knowing a certain range of price values? Well, for one thing, standard deviation plays an important role in Bollinger Bands, which is a quite popular indicator. You can use the upper standard deviation as a sign of a breakout. And initiate a buy trade when the price moves above the upper band.

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If the current underlying price moves $1 higher while the other parameters (including volatility) are unchanged, then the (normal) probability distribution of price at expiration shifts, with its mean, additively upward by $1. The current option value is the expectation of its value at expiration.

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The normal and Poisson approximations to the binomial distribution The cumulative probabilities of the binomial distribution P(T ≤ k) = X j≤k P(T = j) cannot be expressed in a simple formula. Thus it is common to use an approximation. To derive the normal approximation, recall that the expected value and vari-ance of each X i are EX i = p

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2019/01/02 · With a binary option, because of the non-linear nature (meaning the price of the binary option can move, even if the underlying market does not) of binary options, this can provide great opportunity. The key point to remember here, a binary option will always settle at …

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In the online binary options industry, where the contracts are sold by a broker to a customer in an OTC manner, a different option pricing model is used. Brokers sell binary options at a fixed price (e.g., $100) and offer some fixed percentage return in case of in-the-money settlement.

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The risks involved in trading binary options are high and may not be suitable for all investors. Binary Options Edge doesn't retain responsibility for any trading losses you might face as a result of using the data hosted on this site. The data and quotes contained in this website are not provided by exchanges but rather by market makers.

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2019/02/05 · A leptokurtic distribution has positive excess kurtosis and has data values that are more extreme (in either tail) than predicted by the normal distribution (e.g., five or more standard deviations

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Probability of profit (POP) refers to the chance of making at least $0.01 on a trade. This is an interesting metric that is affected by a few different aspects of trading - whether we’re buying options, selling options, or if we’re reducing cost basis of stock we are long or short.

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2013/05/06 · Chapter 1 - Introduction to binary options trading: brokers, how it works, example of trade Chapter 2 - Bid/offer levels from the brokers: what it means in terms of probabilities to end up in the

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Logit Models for Binary Data We now turn our attention to regression models for dichotomous data, in-cluding logistic regression and probit analysis. These models are appropriate when the response takes one of only two possible values representing success and failure, or more generally the presence or absence of an attribute of interest.

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