Recent Content by optionshedge

  1. Options Backtesting Software

    I had the exact same problem. I tried OV and ToS, but couldn’t get the results I wanted. So I downloaded historical option price data and used...
    Post by: optionshedge, Jun 15, 2016 in forum: Options

  2. Basic Questions on IV

    You can try to reduce the impact of IV when trading directionally if you use vertical spreads, instead of buying outright calls / puts. For...
    Post by: optionshedge, Jun 15, 2016 in forum: Options

  3. Option Spread Execution Slippage

    What type of model / software do market markers use to arrive at their own vol skew and fair values? For instance, I heard that the SABR...
    Post by: optionshedge, Sep 13, 2013 in forum: Options

  4. Option Spread Execution Slippage

    Thanks for your reply. But the question is less about how to define your own edge, but more about whether it is possible to systematically /...
    Post by: optionshedge, Sep 12, 2013 in forum: Options

  5. Option Spread Execution Slippage

    Is there any way for us retail traders to determine what market markers are pricing as their fair values for option spreads, maybe by looking at...
    Post by: optionshedge, Sep 12, 2013 in forum: Options

  6. Option Spread Execution Slippage

    Since a spread has to execute all its legs on one exchange, which is a better reflection of the fair value of the spread: 1) The midpoint of...
    Post by: optionshedge, Sep 12, 2013 in forum: Options

  7. Option Spread Execution Slippage

    Hi, I frequently trade multi-leg option spreads (i.e. condors / butterflies) on indexes, such as NDX, RUT, SPX. Occassionally, I am able to...
    Thread by: optionshedge, Sep 12, 2013, 13 replies, in forum: Options

  8. Pre-trade slippage costs for option spreads

    Hi, I frequently trade option spreads (verticals, butterfly, condors, etc) on index products (such as NDX, RUT, SPX). Is there a quant....
    Thread by: optionshedge, Sep 10, 2013, 0 replies, in forum: Order Execution

  9. Portfolio Margin in 401K

    I agree that if you borrow money to buy additional securities in margin account, you will be subject to UBTI. However, I think UBTI does NOT...
    Post by: optionshedge, Jun 7, 2013 in forum: Options

  10. Portfolio Margin in 401K

    I have called the following companies they have said that I can trade on margin in a 401K account: http://tinyurl.com/ml87y7u...
    Post by: optionshedge, Jun 6, 2013 in forum: Options

  11. Portfolio Margin in 401K

    Hi, I'd like to trade option credit spreads in a 401K using portfolio margin. However, I know that margin is typically NOT allowed in a 401K...
    Thread by: optionshedge, Jun 6, 2013, 9 replies, in forum: Options