Recent content by SRA

I would agree somewhat. Getting the live feeds is very easy, obviously. Dumping into Excel, easy enough. Developing the algorithms and automating them to continuously scan, not quite as easy . For someone who is versed in options pricing theory, in the business and has easy access to the...

I mean mispriced in terms of synthetic vs. cash. The arbs are available and as I said previously if you are just trying to trade them retail then, you are right, the gains are usually less than the risk free rate and therefore not worth the effort. However, if you can hook up with a prop shop...

I have to disagree with the above statment. I will not go into detail but with the proper technology and know how you can locate mispriced options and execute them. It is true, however, that the chances of the retail trader having the proper technology and know how is very slim. Even if the...