148 reputation
4
bio website
location India
age 88
visits member for 3 years, 3 months
seen Aug 1 '11 at 5:31

Aug
1
comment How can I learn about the quantitative aspects of market making in illiquid single stock options?
@sheegaon : hehe duh,it was asinine of me to not understand it. I have come across this kind of usage before. But it just took a lot of time to really make out whats happening. I am a total noob in options(deriving bs doesnt mean I know options trading), so for a total noob like me, everything makes sense :D That being said, I am reading up Sinclair, and its a good start I must say
Jul
28
comment How can I learn about the quantitative aspects of market making in illiquid single stock options?
@sheegaon Worse than Bossu's papers? I am not sure, I get it
Jul
27
comment How can I learn about the quantitative aspects of market making in illiquid single stock options?
I ticked your answer, purely because the link directly gave me an idea into what I am looking at.@SheGaon reco will take me to the next level for sure
Jul
27
comment How can I learn about the quantitative aspects of market making in illiquid single stock options?
What a sexy document! I actually understood most of it, on the first read :) (plus nice advice, especially about the sheep part) Now I am not sure, whose answer to tick? :)
Jul
27
comment How can I learn about the quantitative aspects of market making in illiquid single stock options?
Purely because of the detail of the answer ,I would love to give more "ups" to you. technically, I have been trading quantitatively in "linear" assets- like stocks,indices, currencies etc, using quantitative strategies. Options I must say, is something I couldnt really get a handle on. So yes, I am very naive in Option Mathematics (I do know BS derivation, but nothing beyond that), and ignorant and illiterate in option trading.@Sheegaon many thanks for giving me some good pointers.