Yeah, my bad, wasn't reading careful enough.
You can't be vega neural if you want to trade skew. You need to be short vega to profit from falling vols. In this case theta is not a problem....
Not sure what you mean by OMS. If its about order management then it's not what I'm looking for. I need to analyse my algo activity in the past...
I need a monitoring system for my algo. There are a lot of data to monitor like the the number of orders in the market, current margin, net...
KOSPI is the most liquid one in the world
You don't need to fill all the table overnight, all you need to do is to make sure the regions of your tables are filled by the time underlying...
Yes MMs widen their spreads during such events both because of risky trades if they quoted tighter and because ppl are willing to pay more so why...
I enjoyed the posts from Jerkstore and others. I have to say that this game is also about queue prioity not just speed. Market makers have...
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