your interview on 'Chat with Traders' has introduced me to you and I have been fascinated by your character and career ever since. Alone the interview + this extra write up shows that you care about the community.
I (just a student) am very interested in doing some analysis regarding the options bids and offers in real time or historically. I would like to know which (German) broker API you used was the simplest and most user-friendly back then? I would be very grateful for a short answer as it would help me a lot.
Hi, I saw the interview with Aaron. its one of the most practical, in depth and informative videos I have ever seen on YouTube. I went through your write-up and request to provide your comments on below questions:
1.What made you certain that model assumptions in DAX Warrants and Eurex Options were same and you weren't missing out/miscalculating some implied assumptions dealers might have put in DAX Warrants? was it keeping record of relative mispricing and observing it converging after few seconds to minutes made you sure that modelling is same and it is execution inefficiency and you are not missing out any other variable?
2. I checked the statistics you gave above but somehow not able to interpret it well. Can you please help me explain what was expectancy or edge of system?
3.In cases where you had losing trades(except the outliers happened due to being trapped in dance), what were the reasons for it? was it due to underlying market/volatility moving against you?
Hello Moritz (Seibert),
your interview on 'Chat with Traders' has introduced me to you and I have been fascinated by your character and career ever since. Alone the interview + this extra write up shows that you care about the community.
I (just a student) am very interested in doing some analysis regarding the options bids and offers in real time or historically. I would like to know which (German) broker API you used was the simplest and most user-friendly back then? I would be very grateful for a short answer as it would help me a lot.
Best Regards and wishing you a nice Sunday!
Hi, I saw the interview with Aaron. its one of the most practical, in depth and informative videos I have ever seen on YouTube. I went through your write-up and request to provide your comments on below questions:
1.What made you certain that model assumptions in DAX Warrants and Eurex Options were same and you weren't missing out/miscalculating some implied assumptions dealers might have put in DAX Warrants? was it keeping record of relative mispricing and observing it converging after few seconds to minutes made you sure that modelling is same and it is execution inefficiency and you are not missing out any other variable?
2. I checked the statistics you gave above but somehow not able to interpret it well. Can you please help me explain what was expectancy or edge of system?
3.In cases where you had losing trades(except the outliers happened due to being trapped in dance), what were the reasons for it? was it due to underlying market/volatility moving against you?
I used the interfaces of several brokers to retrieve warrant prices: Vitrade, Flatex, Onvista Bank, and some others. I used IB for ODAX and FDAX refs.