I feel it in similar way. I think that it's better to convert a position in VIX futures into some "phantom" position in set of options (where...
I may mistunderstand the thesis about "standard models", but if you're using vix futures for other products - yes, you just taking futures prices...
you can't use arbitrage-free replication, you can use some approximation with limited set of options in practice. relating to enterprise MM...
I'm trying to figure out how to MM vix-like futures from a modelling perspective, speed is the next problem after that.
I'm not a big practitioner in pricing vix futures, through I can suggest that sources [ATTACH] - 2 articles "more than you wanted to know" from...
I want to understand, to see on the demo, how it works. What models and approaches are commonly used in volatility futures, and how it is all...
it's not a problem, we can find partners in some country, with low AML risk also.
Yes, it's very expensive.
Hello everyone. I've seen some topics on this forum about "options market-making software" that allows modeling, pricing, and quoting with some...
I think it's a question of some local networking to dive into how it all works here (starting from registering a firm and so on). As I understand...
That would be fine, but I can't choose this broker.
Hello. I'm looking for a broker that - accepting international clients (outside North America and Eurozone) - allow to trade multi-leg option...
Haha, I'm not an insider can watch the flow. Ideas come from simple fundamental understandings, like profits of gold miner depends on price of...
Hello, I'm looking for literature with ideas about risk management in statistical arbitrage (or pairs trading) approach. How to identify possible...
I'm sorry, may I update this quite old topic... What variants there are to connect C#/Python standalone trading application with CQG WebAPI/FIX...
In barchart platform you can see it as TG: TGF22, TGG22, TGH22 and so on.
I think so too. Probably it's better to start with something simpler, than hedge fund in offshore jurisdiction.
Why don't to calculate classic Sharpe, Sortino or Calmar ratios and measure performance with them
Yes, of course, it's interesting market. Although I haven't free 'buying power' to do smth here now, may be after winter look at it. I'm a little...
That's fine, but with Nat. Gas options I have 2 choices: 1) trade not so liquid ON options, that expire into NG futures, so I can close ITM...
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