I feel it in similar way. I think that it's better to convert a position in VIX futures into some "phantom" position in set of options (where...
I may mistunderstand the thesis about "standard models", but if you're using vix futures for other products - yes, you just taking futures prices...
you can't use arbitrage-free replication, you can use some approximation with limited set of options in practice. relating to enterprise MM...
I'm trying to figure out how to MM vix-like futures from a modelling perspective, speed is the next problem after that.
I'm not a big practitioner in pricing vix futures, through I can suggest that sources [ATTACH] - 2 articles "more than you wanted to know" from...
I want to understand, to see on the demo, how it works. What models and approaches are commonly used in volatility futures, and how it is all...
it's not a problem, we can find partners in some country, with low AML risk also.
Yes, it's very expensive.
Hello everyone. I've seen some topics on this forum about "options market-making software" that allows modeling, pricing, and quoting with some...
I think it's a question of some local networking to dive into how it all works here (starting from registering a firm and so on). As I understand...
That would be fine, but I can't choose this broker.
Hello. I'm looking for a broker that - accepting international clients (outside North America and Eurozone) - allow to trade multi-leg option...
Haha, I'm not an insider can watch the flow. Ideas come from simple fundamental understandings, like profits of gold miner depends on price of...
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