Forex options currency strategy

[neilcharlton]

I’m currently developing a Forex options currency strategy. Options with less than 30 days to expire in the major currency pairs tend to get over priced due to the large number of currency speculators and hedgers in the market relative to arbitragers etc.
The strategy will exploit the inefficacies in the volatility curves by selling the high price options and offsetting the risk buy buying longer dated options behaving normally. Essentially calendar spreads.

This system will be delta hedged constructing a zero cost delta neutral portfolio. From my hedge fund background I know of similar systems making excellent returns..
If you have experience in options and forex, know your way around an excel spread sheet and would like to get involved let me know.

I’m busy sorting out some data streams and analysis tools , which I can get for 30 days for free after that I don’t imagine they will be cheap so eventual cost sharing of data would be good. If the strategy is successful raising outside investment won’t be a problem.

If your interested please email me at: [email protected]
I also have MSN messenger: [email protected]
Yahoo messenger : neilcapitalfirst

 

[options-george]

Just emailed you (even though the thread is a few months old!).