Options Automated System - Adverse Selection

Discussion in 'Automated Trading' started by TheCaymanIsland, Dec 1, 2008.

  1. Hey guys, hopefully someone knows. I have an options mm automated system and I'm having trouble capturing all my perceived edge because of "delta adverse selection." I hedge the trades right after the option trade but cannot always get my hedge off at the price I desire.

    So my question is: Any ideas and/or suggestions about how to deal with this?