Recent content by MrBerka

Im currently trading certain strategies where I stream quotes into Open Office Calculator and then trade on given signals that I generate from the program. Simple example: If C3 > 2% = BUY. I wanna step up in volume, so I want to learn how to convert my signals in Open Office Calc (or...

The liquidity for the option market could be non-existent over the weekend and night time. The main issue is the hedging alternatives. What would happen to the daytime pricing of options if you could delta-hedge your position automatically for every time frame or price deviation that you...

How about theta and gamma? If the market is open two more days per week, that means two additional day to gamma scalp and make money from movements in the underlying, even though the time to expiration doesn’t change. Will it just lower my volatility if I can gamma scalp all the time...

Imagine that you could trade every hour, every day, even Saturdays and Sundays. Would that continuous pricing and extra trading hours in any way have any effect on the pricing of options? It would be interesting to hear some ideas.

How do we calculate a stocks normal distribution 20 days from now if we only know the intraday volatility? The share is trading at 50. The average intraday volatility (intraday high-low) is 3 % with a 1 % standard deviation (yes, it’s a hypothetical question).

Thanks for the input. Let me give you an example of what I might be doing. I do some pair trading. I have bought the pair at 0,78 (ratio) and wanna get out at 0,82. This is shares that are not very liquid and I dont wanna give up the whole spread so Im using limit orders (I always use...

Hi I have traded manually for some time and have a decent track record. It’s not possible for me to scale up in position size – market impact, risk in worst case scenarios etc. However, If I automate my trading I have the possibility to increase the number of trades significantly...

Alright, this is my first post at this forum. If you want to beat the market you got to have an edge. If you don’t have an edge you will lose money in the long run. Reading books on technical analysis, using brand new technical software or looking at the stars doesn’t give you an edge...