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How can you trade options, specifically treasuries, without carrying positions?

ha ha. just like a startup offering only equity. you get what you pay for.

more likely hfts or anyone would be on the other side of an ISO taking advantage of a price swing to buy cheap or sell dear. at least thats how it was in '08 when this was popular

learn these libs and you can analyze everything http://blaze.pydata.org/ http://pandas.pydata.org/ http://www.scipy.org/ http://scikit-learn.org/stable/ http://statsmodels.sourceforge.net/ UIs: bokeh, seaborn, flask repl: https://ipython.org/ cluster: http://spark.apache.org/

side note: If you're offered to be buy into the firm and become an equity holder it probably means the captains are leaving a sinking ship.

it might be easier to think of of bookmakers set odds https://betting.betfair.com/the-art-of-bookmaking.html http://www.soccerwidow.com/football-gambling/betting-knowledge/betting-advice/bookmakers/how-do-bookmakers-tick/...

You cannot get on board. You have to ask compliance if the trade you are about to make is OK. Then they get back to you ... after the train has left the station

use an option model/calculator and plug in the numbers assuming you're referring to calls then the stock could go down and the option not move if implied volatility goes up. volume is irrelevant.

you cannot day trade if you work for a bank, broker dealer, hedge fund, legitimate prop firm. You need to disclose what you plan to buy (no shorts), they approve it, and you have to hold for +30 days. There's a reason why all these firms have compliance personnel now.

google options synthetics

one good thing about being a "hired" trader is that you can leverage off the firm's knowledge, infrastructure, ... Then if you leave that position and try to trade on your own you're just like everyone else and most likely lose.

there is a product but you need to supply the datafeed. it's not cheap

not sure about spx/es but the market I am in weekly has higher implied

here's using a pyton pandas dataframe def beta (dfpctchg,seriespctchg): """ dfpctchg : 2 column pctchange dataframe seriespctchg : series of second column In [32]: p.tail() Out[32]: Adj_Close Settle Date 2014-12-09 0.002320...

is this volunteerism or paid?

stocks or natgas?

not a stop but a stop limit. one good thing is that you order is sitting at the exchange (assuming futures) so latency shouldn't be an issue

are these unique jobs? a lot of recruiters post different ads for the same opening. These firms should be more open to remote workers

yes. connect to your broker, subscribe to data, handle incoming data

Since you're discretionary (gut feel) it's difficult to add analytical improvements.