Options
automating options greeks tracking
·518 words
options greeks change every second. tracking them manually is impossible. automated it.
the problem with static greeks # most platforms show you greeks at order time. cool. but what about 2 hours later when underlying moved 2%?
modeling slippage the right way
·970 words
the slippage problem is worse than i thought # after 2 weeks live trading (10 total trades), my average slippage is $6.40 per spread