very sexy account my friend. so just around 4% for the day is best day of the year. it just so happens i put a whole 7K in a personal account this weekend. I'll post for you as soon as i get my first 4% day.
In fairness, there are examples of people using better models and making big bucks. One case study would be the guys at BoA who started using UVM for corporate call spreads. But this usually is in non-listed space and mostly driven by ability to manage these risks better
You are missing the point..You claim BS is garbage,and you have seemingly built a better mousetrap.. In extremely liquid markets with tight spreads,it really hard to be off on pricing. If your model is so much better,you are implying that you are finding pricing discrepencies between your model and BS and delta hedging to capture pricing inefficiencies.. I dont need models for several reasons... I pick off market makers all day long. I have no idea what Vol is,what the market is doing... I have traded long enough to know where and when to bid and offer,taking virtually no risk other than execution... No need for any model More to the point,with penny wide markets,models dont really offer much. How off can one be in pricing?? Last but not least,if I am delta hedging,an approximaton is close enough.I dont need delta perfect,thats not my bet,nor where the money is made. You claim you built a better model..Lets see it