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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

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

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

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

(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

InteractiveBrockers paperTrading account ES futures automated startegy: target + a tick stop - a tick reverse on close set it up and...

Thread by: kiwi1, Dec 24, 2008, 5 replies, in forum: Trading

Today was my first day trading ES - SnP e-mini (1 contract at a time) Trading all day Filled orders: 365 Result P/L: +$634 This is probably...

Thread by: kiwi1, Dec 3, 2008, 3 replies, in forum: Index Futures

Today was my first day trading ES - SnP e-mini (1 contract at a time) Trading all day Filled orders: 365 Result P/L: +$634 This is probably...

Thread by: kiwi1, Dec 3, 2008, 0 replies, in forum: Trading