I'm in need of a trading platform which allows me to execute complex systematic option trades with various conditions.
Here is an example of a trade I may do:
Trade 1. Execute a delta-neutral at-the-money Short straddle on stock A, of notional value $30,000.
Trade 2. Execute a delta-neutral at-the-money Long straddle on stock B, of notional value $30,000
Conditions:
Additionally, I would need to be able to stream live data (implied volatility) into my excel spreadsheet which is live.
Is there a broker/platform which allows me to do this, or just complex orders in general?
Here is an example of a trade I may do:
Trade 1. Execute a delta-neutral at-the-money Short straddle on stock A, of notional value $30,000.
Trade 2. Execute a delta-neutral at-the-money Long straddle on stock B, of notional value $30,000
Conditions:
- These two trades will need to be executed simultaneously
- Their notional values will need to be of the same amount (or close to the same), such that the net debit/credit of the trade is equal or close to zero.
Additionally, I would need to be able to stream live data (implied volatility) into my excel spreadsheet which is live.
Is there a broker/platform which allows me to do this, or just complex orders in general?