SIGMA STRADDLE · US OPTIONS · ATM STRADDLE
ATMストラドルを買う?売る?
SIGMA Straddleは、世界有数の規模と流動性を持つ米国オプション市場向けの先進的で革新的な価格予測エンジンです。
SPX、QQQ、IWM、GLDの短期ATMストラドル価格推計を確認できます。利用者の要望に応じて対象資産を追加する予定です。
オプション取引を個人用ジャーナルで振り返れます。仮想取引を区別する機能は計画段階です。シミュレーション注文は市場で執行されません。
⚠ オプション取引には知識・経験・技能が必要で、すべての人に適しているわけではありません。重大な損失が生じ得ます。SIGMAの予測は推計であり、利益の保証や個別の投資助言ではありません。売り手は予想外の価格変動への備えを自ら判断してください。
SIGMAが予測するのは市場の方向ではなくボラティリティ
SIGMAは市場の上昇・下落を予測しません。原資産の過去の価格、ボラティリティの傾向、関連するボラティリティ指数を分析し、短期のATMストラドル価格を推定します。
定量的な予測・較正手法により、市場がどちらに動くかを前提とせず、ストラドルの推定価格と市場価格を比較するための指標を示します。
SIGMAの仕組みを詳しく見るA clearer view of the opening session.
Explore opening-session forecasts for at-the-money option straddles and keep a private record of your trades. SIGMA is being prepared for a limited pilot.
Forecasts are estimates, not guarantees of prices or returns, and are not personalized investment advice.
Past success is absolutely no guarantee of future success.
When selling options, each person must protect themselves as they see fit. The engine cannot predict any market movement with certainty.
How SIGMA works
Choose an underlying and forecast horizon. The service uses the listed strike closest to the spot price, then displays the forecast when the private calculation service is available.
- XSP, QQQ, IWM or GOLD.
- Every horizon counts U.S. trading sessions, not calendar days.
- Forecasts are intended for the start of a trading session. The forecast feature is not yet active in this pilot.
What do the horizons mean?
The clock starts at the U.S. market open. Endpoints refer to the close of the specified trading session. Weekends and market holidays are not counted.
- 0.5
- Market open to market close on the same trading day.
- 1.5
- Market open to the close of the next trading day.
- 2.5
- Market open to the close two trading days later (GOLD only).
- 3.5
- Market open to the close three trading days later (XSP, QQQ and IWM).
Markets and available horizons
Your trades, in one private place
Log a buy or sell, the number of straddles, entry and exit prices, and fees. Track realized profit and loss without sharing your private trading history with other users.
Create an accountOnly your personal journal is available in this pilot. Forecasts will be enabled after independent verification.
Contact us
Questions about SIGMA or the pilot? Send a message to the SIGMA team.