I actually meant bias in direction/trend of the underlying. But I guess bias in vol trend should also be part of the formula to be competitive....
RE: directionality input in option pricing I am assuming that a lot of otions marketmaking is automated with some presumably sophisticated...
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....
Aslo curious about possible arbitrage strategies? Or is it all eliminated with auto 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...
I heard many times that one should close out short OTM options at pennies, rather then let them expire shortly. In case of conservative...
Do you mean not deep enough?
Someone said reallife optionchains dont have any profitable trades or asked for specific examples how about this for example: SPY sep2010...
(almost) riskless strategy ? 1) a couple/few weeks before expiration 2) DeepOTM-Call-Spread or DeepITM-Put-Spread (on some major index...
Thanks! TraderGreg123, that makes sence
InteractiveBrockers paperTrading account ES futures automated startegy: target + a tick stop - a tick reverse on close set it up and...
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...
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