Great old threads about Gamma scalping

Quote from tman:

IV, I really like your method of comparing h to l vol vs. close to close vol for finding possible gamma scalp candidates. Have you done any screening based on that ratio?? How have your results been?? I think I may give that a try for June expiration. I will share my findings if there is any interest...........tman
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I will run it on weekend again... I am scalping stocks with expected future vols expansion only now ; one of them happens to be a wild day swinger , check out CWTR price action for the last 3 days. I averaged 7 reversal per day so far.
 
Quote from IV_Trader:

what a week its has been for me ( gamma scalping) !!!
As one wise man said once : "haters , keep on hating"
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You suck! :p

Seriously, are you automated, or at least using resting limits on your gamma scalps?
 
Quote from riskarb:

You suck! :p

Seriously, are you automated, or at least using resting limits on your gamma scalps?
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working on automation..using three per-calculated limit orders in both directions for now.
btw , the rumor is that this wise man is on ET somewhere , posting in foreign language , hahaha
 
Quote from IV_Trader:

working on automation..using three per-calculated limit orders in both directions for now.
btw , the rumor is that this wise man is on ET somewhere , posting in foreign language , hahaha
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Are you trading with IB?

-segv
 
Quote from segv:

If you know Java, I might have something for you.

-segv
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thanks , Segv. I have a partner programmer , I just write the design and algorithms and he does the rest (DotNet or VBA)
 
Quote from IV_Trader:

thanks , Segv. I have a partner programmer , I just write the design and algorithms and he does the rest (DotNet or VBA)
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A hitman to do your dirty work, eh? Thats always nice. I am a one man show with a software engineering background, so I get to use the shovel. Sometimes, I get to drink from the firehose as well.


-segv
 
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