I strongly advise not to go down this path or any other inter-process communication. Make it simple and it will be very fast. Do not over...
Trade around some mean-reverting process. This is actually the way most of big players trade apart from pure arbitrage. You need to do your...
Almost never happens with indexes. Vols rise with underlying falling. It behaves more like sticky strike. Almost never happens - vols fall...
It's somewhere in between sticky strike and sticky delta for indexes. Most of the time it's behaves as sticky strike. Anyway, you buy back month...
It definitely does apply. Why do you think it doesn't?
No it's genuine. I knew that most replies will be sarcastic and that's all-right. I have some spin off ideas from nazzdack's post. Thanks, mate ;)...
Thanks, Traveler. However someone who I know already founded a prop trading company with the name ending in -dyne so I'm reluctant to follow the...
Please suggest a brand name for a trading software house - we are going to release our cool options trading software and the brand name is the...
You can be net long options but still short gamma. E.g. ratio/back spread. So it's not just for precision, it's to remove confusion.
I've done that. My multi-leg execution strategy does not pay the spread, it trades on theoretical (fair) values on average. It quotes the legs and...
I would like to display options chain for indexes on my site (I will add some columns etc. so there will be some added value). I can start with...
I guess this is true for any language if you have proper infrastructure. At least it takes similar time with Java for me.
I've done it with Jetty + jQuery for now, polling once a second. Works good enough. Will upgrade to websockets later. I reverse-engineered...
Thanks mate, interesting stuff. Reading up on websockets now. Where did you use python and rabbitmq in web interface? What's audubon...
I'm going to build a web interface to my trading server written in Java. The idea is to have a web page with live options chain where...
Means he sells naked puts and delta-hedge them. Correct me if I'm wrong. His writings are sometimes cryptic for the experienced as well :D
I don't think kapw7 actually meant it. I think he is trading long vol + gamma scalping. He does not want to be long options at a lot of strikes,...
It's called hedging. You basically called everyone who trades stock to delta-hedge an option a moron :D It's called replication. The OP wants...
Yes, it's hard to beat Kospi options on liquidity. All atm/otm options are quoted with 1 tick spread in front month. You don't need to convert to...
I trade Kospi.
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