wilmott.com

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,

Richard Bookstabber's bookEuan Sinclair's book (Volatility Trading (Wiley Trading) (Hardcover) )

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,

Shendon Natenberg's Option Volatiltiy and Pricing is a very popular introduction for vanilla options traders.

Sorry I was thinking Natenberg and typed Bookstabber .. SN much better.

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

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...

where is your company located and what do they do?

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,

if there are only 4 of you, just match wide markets and everyone's happy

Quoteso we are looking for an extra edge over our competitors.How interested are you in valuation as a means to gain that edge?