Options market making through Interactive Brokers

Discussion in 'Options' started by Aquarians, Aug 16, 2017.

  1. I would interview a bunch of ex-floor traders too, and they'll probably give you a sense of what you'll be up against. My guess is you don't go the MM route.
     
    #51     Aug 19, 2017
  2. cvds16

    cvds16

    once again: you can't automatically market make options throught IB ...
     
    #52     Aug 19, 2017
  3. mokwit

    mokwit

    MM's can and do bid ahead of you .Its a bit like penny stocks - you only get filled if you are wrong. When humans were making markets I used a tactic of irritating them into filling me so that I would go away and stop messing up their quotes.
     
    #53     Aug 19, 2017
  4. mokwit

    mokwit

    ...as was proved by IB selling its market making arm
     
    #54     Aug 20, 2017
  5. cvds16

    cvds16

    that's a totally different subject which has nothing to do with the matter.
     
    #55     Aug 20, 2017
  6. JackRab

    JackRab

    Well you can.... just program order entries based on implied vols... or based on what others are quoting..

    Not that I would do that, since it's slow, patchy and will likely end in disaster :)
     
    #56     Aug 21, 2017
  7. cvds16

    cvds16

    it's prohibited
     
    #57     Aug 21, 2017
  8. JackRab

    JackRab

    No... it's not prohibited.

    There's a limit in amount of orders that you can send compared to actual filled/traded... OER, order efficiency ratio... provided that ratio is below a certain level, you can put orders in like a market maker.

    Which means, you can't quote as much as you like... and you need to have some kind of lag so it's not updated every single time a stock ticks up/down 1 cent.

    But again, why bother... since the system isn't designed for that.
     
    #58     Aug 21, 2017
  9. ajacobson

    ajacobson

    If you define market making as entering two side quotes directly into the exchange quote system it is prohibited in the US. Two sided quoting can only be done by exchange MMs.
    If you just want to be an automated trader - you cannot enter two sided quotes.
    Plus to your point - you are going to go broke really quick.
    If you really want to become an MM - then live your dream
     
    #59     Aug 21, 2017
  10. ajacobson

    ajacobson

    A market maker is a specific type of liquidity provider as designated by registration with an options exchange. A market maker is obligated to post two-sided quotes across a minimum amount of series and symbols as determined by specific exchange rules. In exchange for providing liquidity, market makers receive certain benefits such as priority of trade allocations, reduced exchange fees, and favorable treatment of regulatory capital.
     
    #60     Aug 21, 2017