Great old threads about Gamma scalping

Discussion in 'Options' started by IV_Trader, May 8, 2006.

  1. I will run it on weekend again... I am scalping stocks with expected future vols expansion only now ; one of them happens to be a wild day swinger , check out CWTR price action for the last 3 days. I averaged 7 reversal per day so far.
     
    #81     May 17, 2006
  2. what a week its has been for me ( gamma scalping) !!!
    As one wise man said once : "haters , keep on hating"
     
    #82     May 19, 2006
  3. You suck! :p

    Seriously, are you automated, or at least using resting limits on your gamma scalps?
     
    #83     May 19, 2006
  4. working on automation..using three per-calculated limit orders in both directions for now.
    btw , the rumor is that this wise man is on ET somewhere , posting in foreign language , hahaha
     
    #84     May 19, 2006
  5. segv

    segv

    Are you trading with IB?

    -segv
     
    #85     May 19, 2006
  6. yes
     
    #86     May 19, 2006
  7. segv

    segv

    If you know Java, I might have something for you.

    -segv
     
    #87     May 19, 2006
  8. thanks , Segv. I have a partner programmer , I just write the design and algorithms and he does the rest (DotNet or VBA)
     
    #88     May 19, 2006
  9. segv

    segv

    A hitman to do your dirty work, eh? Thats always nice. I am a one man show with a software engineering background, so I get to use the shovel. Sometimes, I get to drink from the firehose as well.


    -segv
     
    #89     May 19, 2006
  10. #90     May 19, 2006