Are you not getting the results that you want from your trading and are you unsure of what trading strategies to use? With astonishing 80% success rate Binary Option Robots will help you to maximize your trading profit. We will help you to choose the best Binary Option Robot in the market.
What is a binary option robot? It is software that you can program to automatically make certain types of trades for you. The software is conveniently menu driven and very easy to use. Quite frankly, when we used the software the first time we were very impressed at how easy it was to use and how well it worked. The software usually comes available in two editions; a basic version that is free to use or a VIP version that has many additional features that are not found on the basic version.on the basic version.
It takes just 3 easy steps to get you using the binary option robot in no time. Once you have done that, you are ready to make trades based on the robot’s sophisticated algorithm. The programs even let you decide what risk level you want to have. So read further and see how binary option robots can help you to maximize your binary options trading profit.
We have tested most of the auto trading services and binary option robots in the market to find out whether the services are reliable or not. You will find out our opinions in the table below and you can click the “Read Review” link to read more about each service.
History of Auto Trading Systems
Trading system originated in 1949 when Futures Inc. was launched by Richard Donchian. As one of the first commodity funds to be publically held, Futures Inc. used structured rules to generate signals with which they then bought and sold various commodities. Trading in the 1950’s obviously varied drastically from the computer and internet-driven times of today.
In those days, ticker tape and hand-charting were heavily relied on by brokers. This was obviously extremely tedious, thus making training more of an art form than a structured scientific process. Despite these setbacks however, an industry was born! A system trading is now the method of choice amongst CTA’s, individual investors and banking institutions around the globe.
It wasn’t until Boston Red Sox owner John Henry and turtle trader Richard Dennis introduced the concept of applying entry and exit mathematical rules to the commodity markets in the 1980’s that the concept of rules based systems trading took off. With the technology boom, the doors were opened for retail investors to utilize trading systems.
However, in the mid-90 when these trend-following models were then available for traders to purchase. Investors could now process numbers and generate signals from the privacy of their own homes before placing a call to their brokers. However, it wasn’t until the late 90’s that the invention of the World Wide Web gave traders the ability to run live data and generate trading signals in real time from their PCS or laptops.
The final boost that helped trading systems become one of the mainstream, occurred with the creation for the emini futures of the Chicago Mercantile Exchange in 1990. This allowed investors to place orders on Globax, an electronic exchange, which enabled them to forgo the trading floor. Today, computers can not only evaluate where these trades should be made, but they can actually place the trade on behalf of the trader as well.
The ability to perform a standalone investment for trading systems via futures broker dates back to 1988 when Walter Gallwas, Atatai Capital’s founding partner, paired up with Jack Telford. Walter asked Jack if he would allow some of his clients to follow the trading systems signals of a system Telford had encoded into TradeStation. Telford accepted this challenge, for a small fee of course. This is how trading system model as we know it today came into play.
Until recently, traders had to purchase trading software and systems developed were needed to support that software, design and monitor websites, handle customer issues and process payments. However, today, most of this is done via a monthly subscription service, which eliminates the system developer from having to have personal communication with their clients.
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References and Further Reading:
1. Hedging by sequential regression: An introduction to the mathematics of option trading (H Föllmer, M Schweizer – Astin Bulletin, 1989)
2. Dynamic hedging portfolios for derivative securities in the presence of large transaction costs (A Marco, PS Antonio 1994)
3. Mathematical modeling and methods of option pricing (L Jiang, C Li – 2005)
4. Quantile hedging (H Föllmer, P Leukert – Finance and Stochastics, 1999)
5. Paul Wilmott on quantitative finance (Paul Wilmott 2013)
6. Robust hedging of barrier options (H Brown, D Hobson, LCG Rogers 2001)
7. Trading Binary Options (A Nekritin 2012)
8. System and method for creating and trading credit rating derivative investment instruments (D O’Callahan, D Salvino, C Shalen 2005)
9. User-interactive financial vehicle performance prediction, trading and training system and methods (Peter Hancock, Jeffrey Saltz, Andrew Abrahams, Sanay Hikmet 2008)
10. Method of creating and trading derivative investment products based on a volume weighted average price of an underlying asset (Dennis O’Callahan, Catherine Shalen 2006)
11. One-touch double barrier binary option values (CH Hui 1996)
12. Static hedging of exotic options (P Carr, K Ellis, V Gupta 1998)
13. Options trading volume and stock price response to earnings announcements (C Truong, C Corrado 2014)
14. Currency derivatives: Pricing theory, exotic options, and hedging applications (DF DeRosa 1998)
15. To pay or be paid? The impact of taker fees and order flow inducements on trading costs in US options markets (RH Battalio, A Shkilko, RA Van Ness 2011)
16. Derivatives: principles and practice (RK Sundaram, SR Das 2011)
17. Understanding the implied volatility surface for options on a diversified index (D Heath, E Platen 2004)
18. On pricing barrier options (P Ritchken 1998)
19. Derivative securities and system for trading same (Bradley J. McGill, Evan J. Winston)
20. Event-driven trade link between trading and clearing systems ( Baecker, J Buddendiek, K Carnahan 2008)