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  1. Compute vega at -1.0, -0.5, +0.5, +1.0, +1.5 moneyness

    Can you please help me how to compute vega at different strikes using ATM volatility and underlying ? Is there a formula for calculation ?
    Thread by: ChiliBiscuut, Jun 22, 2014, 7 replies, in forum: Options

  2. Houston Traders - Algorithmic/Systematic/HF trading collaboration

    Hello, I'm currently exploring potential collaboration opportunities with traders in Houston area who are looking at exploring the areas of...
    Thread by: ChiliBiscuut, Mar 27, 2012, 2 replies, in forum: Hook Up

  3. Houston Traders - Partnership in Systematic/Algorithmic or HFT trading

    Hello, Looking for partnership with Houston traders who would like to explore potential collaboration opportunites in systematic and automated...
    Thread by: ChiliBiscuut, Mar 26, 2012, 5 replies, in forum: Hook Up

  4. Partnering with Traders

    I am an experienced software architect/developer currently working for a fortune 15 company in Houston. I have 10+ extensive experience working...
    Thread by: ChiliBiscuut, Feb 21, 2011, 1 replies, in forum: Strategy Building
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