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  1. L

    liquid index options

    Sorry in advance if my question is a very basic one, but how can I find out what are the most liquid index options which are traded on different option exchanges based on volume and open interest, both in the US and in other parts of the world (such as Europe and Asia)? Is there any website that...
  2. L

    60 Minutes: HFT

    Thanks for the link, very interesting, but it seems that the video link does not show the entire program on this subject (after all, it should be 60 minutes and not 13 minutes...) Is there any link to the entire video? thanks
  3. L

    Conversions and Reversals

    And do you think it can be executed by a spread order that eliminates execution risk or if it can be executed at all it must be made through separate orders that create exposure to execution risk?
  4. L

    Conversions and Reversals

    What do you mean by scalp the futures and to what risk am I exposed in such operation? Could you give an example? Thanks.
  5. L

    Conversions and Reversals

    I of course don't expect that someone would take the exact opposite spread order at the same time, but if the prices of the futures and the futures options are exactly the prices states in my spread order, isn't it possible that the order will be filled not by a specific party that takes the...
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    Conversions and Reversals

    Hello, I would like to understand if trying to do conversion or reversal arbitrages with futures and futures options (and building the position at once through a spread order and not through a few orders that create exposure to an execution risk) is a strategy which can be implemented...
  7. L

    Conversions and Reversals

    Hello, I would like to understand if trying to do conversion or reversal arbitrages with futures and futures options (and building the position at once through a spread order and not through a few orders that create exposure to an execution risk) is a strategy which can be implemented...
  8. L

    Conversions and Reversals

    Hello, I would like to understand if trying to do conversion or reversal arbitrages with futures and futures options (and building the position at once through a spread order and not through a few orders that expose you to an execution risk) is a strategy which can be implemented...
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