Option Trading for Extreme SPX Volatility Environments Meetup
This Monday Sep 18 at 7PM EDT
Presenter is Sholom Benzev
Bryan Downing is inviting you to a scheduled Zoom meeting.
Topic: Option Trading for Extreme SPX Volatility Environments
Time: Sep 18, 2017 2:00 PM America/Toronto
Join from PC, Mac, Linux, iOS or Android: https://zoom.us/j/270765367
Or iPhone one-tap :
US: +16465588656,,270765367# or +16699006833,,270765367#
Dial(for higher quality, dial a number based on your current location)：
US: +1 646 558 8656 or +1 669 900 6833
Meeting ID: 270 765 367
International numbers available: https://zoom.us/zoomconference?m=Jj0mKJxCnP-SRpAvPcyZqMn3ozepN21M
Which days work better for our make up workshop for our option futures trading course ?
Here is the survey to poll for which days work for you
I would also like to mention I am thinking of doing a variety of ‘make up classes’ to make up for the missed tutorials in my Future/Options strategy. This includes critical topics of:
Options on futures
Options examples continue
Additional Options concepts with comparison to Futures
Option pricing more examples
Call put parity
Coding samples will be offered in a combination of Python and C++.
I will need to do this on a Saturday only so I am trying to find out if those want it on Jan 14 or Jan 21. This will need to start early 9AM EDT. Let me know what works for you.
P.S. If you are interested in this mini workshop, I would strongly recommend to jump on this AS SOON AS POSSIBLE to properly prepare for these topics if you are unfamiliar with them.NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!
I must say this new open source Open HFT framework is pretty impressive where i can get it running out of the box. That is an accomplishment in itself as many other frameworks cannot cleanly build most of the time. I hope to extend this into my own infrastructure. As I go through the code base, I found this reference in how my NOSQL option of Redis is considered ‘slow.’ To be honest, that baffles me.
I also took a look at how my trading ideas and strategies are quite simple. They should fit nicely in to this framework. When I look at ATR to measure my exits out of trading pairs, these projects have many options to ensure to make it really fast. Just go through the project’s source as I am doing lately.
Saturday was the day I pulled my Interactive Brokers API workshop. This will disappear for a while but will come back as a standalone expensive course that I will release which coincides with the release of my new Analytics service in a couple of months.
I will be eventually be pulling my Python Infrastructure Building Blocks course as well. This focuses on introducing you to how to build a primitive algo trading system. I am not sure on the hard date yet I will be removing this as well. As for now, it is part of my Quant Elite service which will also get closed down permanently as I move everything into the new Analytics service for 2017.
P.S. Are you part of my Facebook programming group? There is lots of action going on it where we can all learn about software development in this exciting field.
Join here https://www.facebook.com/
My nuclear open source HFT option
I go over this open source HFT project
This line baffles me:
Replacing slower key-value stores, like Redis and Memcached, when used within a single server.
NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!
Option valuation with stochastic stats book
Pretty good content in this book but with the amount of math, you definitely need to automate this at scale. As for stats, it is agreed to use for just 1 of many ways to confirm your entry or exit. They will not generate trading ideas. so use this as one of many ways to confirm trading ideas but not generate them.
Thanks to Sholom for sending
[igp-video src=”http://quantlabs.net/blog/wp-content/uploads/2016/06/LinkedIn-Iron-condor-Option-Trade-involves-one-put-spread-and-one-call-spread.mp4″ poster=”http://quantlabs.net/blog/wp-content/uploads/2016/06/LinkedIn-Iron-condor-Option-Trade-involves-one-put-spread-and-one-call-spread.jpg” size=”large”]
Option for front end HFT trading design: what would you do it in?
This was posted in my Facebook group so pay attention is this will be the only place you most likely will be able to interact with myself:
Answer this survey below at the above Facebook group.
Hey all, i have dumped MonkeySurvey which is getting bad so this is the only area I will do a valid survey. Questions is: As an option for front end HFT trading design, what would you do it in?
Why was your stock option a loser among 30 million today?
I just learned this is in my Phase 2 of my Algo trading course in Python series
http://www.forbes.com/sites/fredoltarsh/2016/04/26/about-30-million-stock-options-traded-today-and-mine-was-a-loser-why/#5797f3254831FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!