Does re-centring ladders count?
I would be surprised if you can cancel before being filled on a negative margin by a *hardware* based competitor. All you need is some order blast...
Sure .. but first .. are you fast enough on a slow stock .. can you quote tight enough to get hit on a slow stock .. & can you do this without...
Not sure I get the idea of bull side / bear side wrt a spread trade .. but .. could you elaborate further? Also -- Martinghoul, agreed that...
start somewhere easy. if a lower *priced* stock moves less ticks per day, you may have a smaller problem to solve .. all else being equal.
delta-one is just as hard, maybe harder. index arb is near impossible to survive let alone profit. many hedges trade wider than the derivs....
+1
Ok .. fair enough. In my corner of the market(s), you have to he very very fast to get any joy out of arbs currently. No chance with a...
On second thought ... having read some of your other posts, I might have to ask what you think arbitrage is.
Does that imply less revolts? :p
ok then .. PM me of you'd like discuss some code..
Not sure there are any arbs around *today* that last for long enough to capture with VBA. Maybe 3 years ago. Are you suggesting that they still...
buy vol on a related cointegrated instrument where the implied is lower -- if such exists. may be easier to just not-do-what-you-are-doing though..
+1 Morons will always be morons. They bash what they don't understand, rather than doing the actual work to understand it. "Boo Hoo I am...
I'm not sure any government has the skill set to stipulate how an IB uses money - free or otherwise. Would be like a stay-at-home mom telling a...
If you are paying flat comms then that fucks-your-edge proportionally more on a short timeframe. Longer timeframe, same comms & slip...
Had worked well at high frequency, esp. wrt ETFs vs slightly dirty hedges. Have moved to a longer timeframe now .. with the privilege of slow...
Would be hard to do the var swap at / near fair value, no? Better to leg the straddle in the screen. Am I missing something?
Not enough & largely quantitative.
* There is really no need to pay for any software. Just learn some excel macro tricks .. excel charting etc.. That is, unless you're...
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