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Showing results 1 to 3 of 3
Search: Posts Made By: rleplae
Forum: Options August 28th, 2017, 06:12 AM
Replies: 6
Views: 1,303
Posted By rleplae
It is complicated, it's very heavy real-time math...

It is complicated, it's very heavy real-time math lifting...
I have it running on both AEX and FDAX.

I trade AEX and FDAX futures and also options.
Forum: Options August 28th, 2017, 06:05 AM
Replies: 6
Views: 1,303
Posted By rleplae
No not really, its like that, their algorithm to...

No not really, its like that, their algorithm to calculate the VIX is a bit quircky.

What i did is i created a module to calculate myself a dataseries that is a skew
proxy based on the options,...
Forum: Options March 13th, 2017, 05:46 PM
Replies: 6
Views: 1,303
Posted By rleplae
AEX / VAEX

Recently I have been struggling with the VAEX, which is the volatility index on the AEX (Amsterdam Exchange).
the VAEX on the AEX has been lock-stepped, i have been talking to a few fellow traders,...
Showing results 1 to 3 of 3

What unexpected challenges have you encountered while trading on a "Funded Trader" platform?

 


 
 


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