I am aware we are comparing three different types of instrument; with different tick sizes and multipliers. That being said if you adjusted for...
So would you say in essence, particularly the 217.5-219.5 strikes, are being sold at what represents almost a pure profit by the market maker. If...
Sorry ...image updated.
As a general concept I understand how Theta and Vega work, but when it comes to DEEP OTM strikes I don't completely understand the practical...
On it's face value assuming you could pin price at expiration the single calendar would obviously be the more efficient ROC scenario, but as is...
Regarding the effects of SPAN margin when trading options on futures, there seems be some noticeable benefit for certain scenarios, although a...
Interesting to read similar thoughts from Rotter. Likely due to the size he was trading and familiarity with the subject he was mindful his...
EnergyTrader - I guess without knowing the extent or ease of access to the analytics it would be hard to determine the feasibility of parsing the...
People continue to mention the trading regulations on the employee which would seem easily surmountable through the use of an unrelated 3rd party....
Thanks for the additional clarification. Would you say the broker neutral platform adds some practical level of anonymity that couldn't be had in...
I am not trying to debate whether it does or doesn't occur. My interest is in feasible measures that can be taken to lessen one's exposure to it...
moonmist - Interesting threads, but it seemed like it was pretty much agreed it could be done if someone wanted to take the risk of possibly being...
What prevents a brokerage or a rouge brokerage employee with the right access from shadowing the trading concepts of above average performing...
Really anything not proprietary.
I agree with you about keeping the "secret sauce" underwraps that just makes good sense. That part generally accounts for such a small relative...
Risk619, Very well put. It would be nice if someone would start a sticky in this forum where a lot of these core design choices could be expanded...
I personally really like the idea of using Python, its so readable even programmers not very familiar with it can fairly easily follow the logic....
Anyone that has been around trading for a little while has no doubt been exposed to the constant "Which is the the better platform for ..."...
Hypothetically the mandate would be to execute the desired volume at every price level to obtain optimal granularity and pacing, but in reality if...
Yes, ideally a 1 unit position every $.01 between $100-$101. The challenge is entry granularity so even though you could effectively arrive at the...
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