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Option market making
Hallo,I am interested to find Info about market making in stock options, before starting an activity in this filed. any recomandation on books, software, white papers extra... will be more then welcome.Regards,
Option market making
Richard Bookstabber's bookEuan Sinclair's book (Volatility Trading (Wiley Trading) (Hardcover) )
knowledge comes, wisdom lingers
Option market making
Thanks for the quick response,I will look into it...I am looking for more specific info on "market making" since my company will have the privilege to send & execute orders into the market without ant "transaction cost". I looked around but can't find muchI talked with Orc Software about there platform but i am also looking to find info about the algorithem....have great day,
Last edited by kotegh123 on March 16th, 2009, 11:00 pm, edited 1 time in total.
Option market making
Shendon Natenberg's Option Volatiltiy and Pricing is a very popular introduction for vanilla options traders.
Option market making
Sorry I was thinking Natenberg and typed Bookstabber .. SN much better.
Last edited by daveangel on March 16th, 2009, 11:00 pm, edited 1 time in total.
knowledge comes, wisdom lingers
Option market making
thanks,But i am talking about more heavy stuff... in the end of the day i am talking about more then 10K orders a stock per day
Last edited by kotegh123 on March 16th, 2009, 11:00 pm, edited 1 time in total.
Option market making
What stock options are you doing that even see 10k orders per day? Unless you're talking about <10 lots, you're going to be a market taker most of the time. And even then...
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- closdubois
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Option market making
where is your company located and what do they do?
Option market making
Hi , we are located in a small country and we have the privilege to be one of the 4 official market makers on stock options in our market, we have alot of EXP in algorithmic trading and investing in general.so we are looking for an extra edge over our competitors.10K its the amount of order that will be sent....most of them will be canceled before execution, looking for the latest reserch & technology in this filed of market making on stock options,Regards,
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- closdubois
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Option market making
if there are only 4 of you, just match wide markets and everyone's happy
Option market making
Quoteso we are looking for an extra edge over our competitors.How interested are you in valuation as a means to gain that edge?
Last edited by Fermion on March 17th, 2009, 11:00 pm, edited 1 time in total.