Recent Content by chaunceygardner

  1. Brokers with APIs

    We are trying to execute our strategy via our software and directly to the broker and we are looking for brokers with APIs. Our research has shown...
    Thread by: chaunceygardner, May 12, 2011, 3 replies, in forum: Automated Trading

  2. Theta Decay & Delta Neutral without Calendar spreads?

    Thanks for your insightful replies sonoma, newguy05, sle & lowvoltrader the responses to your queries: Sonoma- We take a software/quant...
    Post by: chaunceygardner, Apr 4, 2011 in forum: Options

  3. Theta Decay & Delta Neutral without Calendar spreads?

    Hi, I have been doing some research around Theta decay and I have a question around Theta decay. Assume the two following points: 1) want...
    Thread by: chaunceygardner, Apr 1, 2011, 13 replies, in forum: Options

  4. Software to Visualize Option Value Across Time

    I am trying to execute on a complicated 8 leg option strategy. While the payoffs are relatively easy to visualize, is there a software to...
    Thread by: chaunceygardner, Mar 16, 2011, 3 replies, in forum: Options

  5. option commissions

    CBOE makes a revenue per contract (RPC) of between .17 to .5/contract so they must be charging brokers on top of this. Really good contracts from...
    Post by: chaunceygardner, Mar 10, 2011 in forum: Options