Recent Content by kiwi1

  1. RE: directionality input in option pricing

    I actually meant bias in direction/trend of the underlying. But I guess bias in vol trend should also be part of the formula to be competitive....
    Post by: kiwi1, Jul 7, 2015 in forum: Options

  2. RE: directionality input in option pricing

    RE: directionality input in option pricing I am assuming that a lot of otions marketmaking is automated with some presumably sophisticated...
    Thread by: kiwi1, Jul 7, 2015, 10 replies, in forum: Options

  3. RE: volatility data on specific equities over time

    RE: screen/search over volatility data in the past I am looking to screen/search over volatility data in the past to backtest some strategies....
    Thread by: kiwi1, Jul 6, 2015, 5 replies, in forum: Trading

  4. Weekly options: SPY vs ES

    Aslo curious about possible arbitrage strategies? Or is it all eliminated with auto trading?
    Post by: kiwi1, Oct 5, 2010 in forum: Options

  5. Weekly options: SPY vs ES

    Weekly options: SPY vs ES Weekly options on SPY have much higher volume/openinterest than on ES. Bid/ask spread wider on ES. More granular...
    Thread by: kiwi1, Oct 5, 2010, 2 replies, in forum: Options

  6. Closing short OTM options for cents, rather then let them expire

    I heard many times that one should close out short OTM options at pennies, rather then let them expire shortly. In case of conservative...
    Thread by: kiwi1, Sep 7, 2010, 3 replies, in forum: Options

  7. (almost) riskless strategy ?

    Do you mean not deep enough?
    Post by: kiwi1, Aug 22, 2010 in forum: Options

  8. (almost) riskless strategy ?

    Someone said reallife optionchains dont have any profitable trades or asked for specific examples how about this for example: SPY sep2010...
    Post by: kiwi1, Aug 22, 2010 in forum: Options

  9. (almost) riskless strategy ?

    (almost) riskless strategy ? 1) a couple/few weeks before expiration 2) DeepOTM-Call-Spread or DeepITM-Put-Spread (on some major index...
    Thread by: kiwi1, Aug 20, 2010, 26 replies, in forum: Options

  10. loop forever

    Thanks! TraderGreg123, that makes sence
    Post by: kiwi1, Dec 25, 2008 in forum: Trading