The power of options is mainly in leverage and cash flows. It is a very powerful concept if mastered but grossly misused by dilettantes. Options...
I have a short dated option that I would like to turn into a long term synthetic forward. I'd like to do that now rather than wait until the...
Thanks, I also did some research since this is burning in my head right now. It's a CBOE shakedown....
So I saw some things in the market and was able to reconcile one of my old NY4 strategies to retail. Not even using a computer algo, doing it by...
I work in the biz, I've seen bad technologies from other trading firms, aggregator/brokers are even worse. Even if they have good intention,...
most likely its your broker. Then it's your ISP and the internet. if you want speed get a cable direct to exchange port. or at least run it on...
Your strategy is constructing a free option for yourself as the losses are financed by the traders.
I think I am offering a pretty unique opportunity. I am a professional developer with many years of experience working in HFT. My experience is...
The SABR model looks very interesting and S&P is an appealing product. For single names, I don't understand what you mean by fixed strike, beta...
what you have said thus far is fairly generic and obvious. lets get into the meat of the matter. what kind of vol dynamics are you using.
what are the features that define selling vol high and buying vol low?
Assume I have this, what is the strategy?
How does one professionally trade the vol surface assuming they have direct market access to several exchanges (we're talking paying port/session...
you can't market make effectively on a single exchange. NBBO prevents you from trading when the trade is good and you need access to all major...
yes each exchange is a separate company. they all charge for the overhead of their technology. Opra is not always reliable btw.
Interesting, can you explain more about these delta games and volarb? I like the weeklies because of the European nature and PM settlement.
Is there actual edge in becoming a pit trader in the 21st century? I checked CBOE's webiste and I see that the prices of a seat are within reach...
What are some of the tricks the pros use to trade SPXW? I hear they basically use low latency methods to arb customer orders on the electronic...
Most of you people are very confused and I am amazed as the amount of energy you guys have to write nonsense, but it does shed light as to your...
I will tell you my a short summary of my situation. You can check my post history, I have been working in HFT for many years now. Over time I...
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