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Anyone works at or familiar with Delta One Desk? I have a few questions: 1. Does MFE has more advantage than others with MSF/MBA in getting offers from Delta One? 2. Can each Delta One trader only focus on his own specialization such as forward, exotics options, index options, ETF, swap or...

I am an options trader in Taiwan and I set up delta neutral-long gamma-short vega position before Chinese New Year Break. The long gamma part is primarily from long put. Global stock market (if not all, but most) has already recovered from the loss of the 2008 meltdown and recently, I...

How to price European options by Levy Process on excel spreadsheet?

Hi I have the excel functions for basic greeks and 2 higher orders greeks namely volga and vanna but I don't know how to get the Ultima which is what I wanted the most among other higher orders greeks. If anyone knows, please help. BTW, your help on all other higher order greeks are also...

Do large HFTs use TradeStation/MultiChart very often?