Option Arb

[spindr0]

>> How come they teach this stuff then if its not applicable in the retail domain? <<

It's important to understand how they are ripping you off :->)

 

[esu2]

Here's an interesting article on option arbitrage:

http://www.optionstar.com/aa.htm

 

[poker]

thats the article that I read that made me start the thread but it seems like its really a game for the floor traders and nobody else

 

[cvds16]

either i'm not totally awake yet, or there seems something wrong with these examples. Seems the writer forgot all about intrest rates too.

 

[itmediaco]

Quote from cvds16:

either i'm not totally awake yet, or there seems something wrong with these examples. Seems the writer forgot all about intrest rates too.

I can't imagine an Excel-based arb scanner being too useful...

 

[itmediaco]

Quote from Gustaf:

IB is presenting this webinar this week;

October 10, 2006 at 4:30 pm EDT
Synthetic Option Arbitrage
Sponsored by The IFM

"Synthetic Option Arbitrage
Tue., Oct 10, 2006 (4:30 PM - 5:30 PM Eastern Daylight Time/GMT -04:00, New York) During this discussion we will look at how arbitrageurs attempt to exploit pricing anomalies in the marketplace. We will discuss Conversions: buy futures, sell synthetic futures; Reversals: sell futures, buy synthetic futures; and look at Box spread arbitrage trades: debit box and credit box. "

How come they teach this stuff then if its not applicable in the retail domain?

Br

Did anyone here attend that webinar? Helpful at all?