Quote from TrendSailor:
Do you know of any scanner software packages or trading tools that can scan real-time price data using various synthetic equivalent trades for an arbitrary underlying and generic strategy (e.g. spread, strangle etc) and discover the best way to "tweak" out a better price advantage?
There are literally thousands of bots out there, especially true for SPX derivatives, which are arbing the hell out of every single theoretical synthetic relationship. What makes you think you can step in front of them? Your time will be better spent learning your synthetics rather than trying to find any edge in them.
