>> @Martinghoul: I am happy to give you an example, using the underlying of your choosing. I'd like to see your example on the cash-settled OTC...
@Robert Morse: >> I'm trying to keep this simple, because it's very difficult without a real conversation to explain. Yes I work for lightspeed, a...
>> How much are you willing to pay for this "ease of use"? I'd pay just like I do now: commission per trade. Right now with IB I'm paying $5 for...
The pricing of options changes fundamentally but the actual price of around-the-money options stays pretty much the same. Only long tails and the...
There are dozens (actually I suspect thousands) of online brokers out there. They all offer the same product, competing with each other in small...
>> Why is a simple option spread not sufficient for your purposes? It's complicated to use compared to plain capped option and spot instrument...
By the way, I see Robert Morse has some connections with Lightspeed Trading, so maybe he can offer a more "broker" view on these things. Currently...
This capping would greatly increase the liquidity on the long run since it would allow the retail sellers like me to entry the market. I'd also...
This is a perspective of the seller. As a buyer you may have a different perspective, of trying to rip off the other part, but as a buyer I'm...
Say I'm selling you such an OTC option on GM (currently priced at $36.30). It'd be an ATM call, striked at $36 and under the current condition I'd...
>> Do you think it will be free in the pricing of an OTC pair? I'm not referring to OTC strategies which involve several current options. I mean...
I want that cap "for free" by incorporating it in the very definition of the contract. Both for futures and for options. This would effectively...
>> You can "cap a future" buy buying a option on that future. Nope, unless you buy that option for free.
Same thing with short options and obviously my option buyer would have to settle for that.
So, what I have in mind are "capped" options and CFDs (or futures). Let's just cover a capped future, as options are similar. The current...
Also, I'd like you to comment on the particular type of OTC instruments I have in mind. If they exist already, I'd appreciate if someone would...
Now I know where to start, thanks! :)
Do you know if / where I can trade OTC options? For instance buying or selling butterfly strategies as one "product", with bid and ask prices and...
There's a lot of mathematical masturbation behind volatility forecasting but in essence it reduces to one question: How much margin should I add...
Just running the improved version of my software on some 300 randomly selected stocks that my laptop can finnish today. I've got 9000 stocks...
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