For those of you into options, here's a new-to-me options website: http://www.crimsonmind.com/options/indexCurrentMarket.aspx An interesting set of scanners...
This is a good find. Historical option data is a common request and not easy to fulfill. I see the OI charts there, but it would also be cool to see some IV...
This month's issue of Futures and Options Trader has some good articles. Two of them especially: * There is one on a (prudent) application of the Martingale...
In the Science Times section, D, of today's New York Times (3/10/2009) there is a very good article about Quants. Especially if you are interested in options,...
Hi J A, You are quite welcome. The development of a working ATS is not easy. But if one is going to spend time on the learning curve, and there is a lot to ...
Thank you Pete! Actually Am not a C# programmer even a computer programmer. I just began to learn C# and how I can transform my formulars/ideas to ATS. It's...
I ran across this recommendation on the CSharpNET Yahoo group: "I read a crazy amount of books and I can give you a few off the top of my head that are...
I have finally gotten around to constructing an options trading strategy using RE. I am pleased with how things are going so far. There are two underlying...
Pete, "I use a C# Dictionary to hold the price at which I am willing to sell the option." Is getting, building and holding the price in all of this the...
Bill, As you know, options trading is a complex undertaking. My thinking is to approach automating some of it piecemeal. The first observation is that RE ...
Bill, This is more follow-up on your offer to listen to some elaboration. Another aspect to look at is the need to mix options and stocks in the same ...
"The hole in this is, how to do you pick an expiry and strike? My answer so far is to have a way to revert to human intervention." I understand exactly where...
Hi Bill, I appreciate your comments. I hadn't given any thought to how one might ask RE to submit a spread. I note, though, that IB allows one to trade a...
... might ask ... spread ... is. ... that RE ... to my ... interactive ... a ... [mailto:rightedge-ats@yahoogroups.com] ... answer so ... much to ... risk ... ...
I have uploaded an options trading strategy to the Files section (Options1). It is very incomplete, rudimentary really, but it has been working nicely as ...
Pete, Very interesting stuff. So what is the timeframe you're trading? You're not day trading options, are you? Have you considered doing any IV spike...
In getting my options trading strategy in working order I have devised a development process that I thought I would share with you. (It is a 'mixed' partly...
Hi Bill, I have kept your word 'laborious' in the back of my mind. I am beginning to get a better feel for where future problems lie. The strategy itself is ...
Bill, No, no day trading. In fact, it is coded into the strategy to prohibit closing a trade the same day it is entered. I have noticed a time or two that that...
I have been working on creating a Windows Form that will provide a GUI for interacting dynamically with a RE strategy that handles some of the aspects of...
Pete, FWIW, threading and synchronization is a topic that is not well understood even by many professional programmers. Even from someone who understands...
Bill, You are so right about threading and synchronization. It certainly has had me scrambling through books and searching on google. There is nothing like ...
I have been remiss about reporting on my progress with my strategy that is only partially handled by RE. Spring weather arrived and I got lazy for a few days. ...
I need some advice/education from the more knowledgeable people on this list. I am creating a GUI (part B) for a strategy (part A). The GUI will run on a...
For some reason the pictures still don't display for me. Maybe it's because of my browser (I use Google Chrome). But hopefully I can provide some help here....
Hi Bill, There has been some deterioration in Yahoo groups. I don't know why images are not being forwarded; the controls are set to do so and they are being ...
