Recent content by leeryguy

  1. L

    options software

    Anyone have a recommendation on their favorite risk management software? I am looking for real-time (or close to it) that also affords the ability to stream quotes. I currently use pro-opticus but I think there are better out there for lease. I trade SPX and SPH options, as well as a few grains
  2. L

    Measuring Risk-adjusted return

    I am looking for some help in measuring the risk adjusted return of an options arbitrage portfolio and, separately, an equity mean reversion portfolio. What is the benchmark? S&P 500? Now, assuming these are performed in a market-making environment with greater leverage/ haircut benefits...
  3. L

    Madison Trading

    Probably more than you jackass:p :p :p
  4. L

    Madison Trading

    me thinks gerrit is trying to find a new game
  5. L

    Madison Trading

    I am just wondering if anyone has any knowledge of Steve Williams. I heard he is somehow part of Madison.
Back
Top