Recent content by options777

I currently trade at a firm but am looking to experiment with my own system ideas on the side. It's low frequency, 3-5 trades per day. I'm looking to implement it in forex first. Does anyone know any kind of server-based service that could run my strategy during the day? I suppose I could...

If I understand what you're saying, after an event, more vega is taken out of the front month than the back month, and you think that the vega lost should be proportional to the total vega. You have to think of vega as risk. I don't trade equities, so I might be getting the timing of earnings...