Welcome to Our Blog
Please check back regularly for relevant articles on option investments and machine learning.
How to Sign-Up for a Sensa Investments’ Product
At Sensa Investments we have a streamlined sign-up process which should be relatively easy to follow as you navigate our site. In this guide we aim to describe the process in a bit more detail. Should you still have questions or concerns you would like to discuss you...
Shiller P/E — A Better Indicator of Market Valuation Levels?
The Shiller P/E is potentially a better market valuation indicator compared to trailing 12 months P/E ratio because it eliminates fluctuation of the ratio caused by the variation of profit margins during business cycles.
When do SPX options trade?
CBOE offers regular and global trading hours for S&P 500 Index options (SPX) which are used globally for broad market exposure. The Sensa Investments algorithms on our SPX based products run during regular trading hours from 8:30 AM to 3.00 PM Chicago time.
How to Use the Sensa Investments API
As a subscriber you will be granted access to the Sensa Investments API (application programming interface). While you will of course also receive trade instructions via email and have access to current investment recommendations via your account dashboard the API gives you more flexibility to access current position data for each of our products.
Understanding Options Margin Requirements
Options margin is the cash or securities an investor must deposit in his account as collateral before writing (selling) options. Margin requirements are established by the Federal Reserve Board in Regulation T and varies based on the type of option.
Option Greeks Explained
“Option greeks” is a term used in the options market to describe the different dimensions of risk involved in taking an options position. These variables are called Greeks because they are typically associated with Greek symbols. Each risk variable is a result of an imperfect assumption or relationship of the option with another underlying variable.
