Automated Trader for Options?

Discussion in 'Automated Trading' started by wentonchan, Jun 9, 2008.

  1. Hi all,

    Is there an AT specifically for options? Or not because of the rather short lifespan of options contracts?

  2. Lifespan of a contract wouldn’t affect many autotrading algorithms. In actuality, with options there are more pricing discrepancies to take advantage of and autotrading functionality can help exploit these. Consider the fact that an option on a futures contract is a derivative of a derivative. There’s a lot of room for mispricing that that level.