Thank you for proving such incredible value! Question about the convexity hedges: can you actually describe how to calculate the correct amount of base hedge? I’m interested in implementing the three engine strategy. I am experimenting with option Alpha as my execution platform. I do have access to Gamma levels (Gexbot). I’m guessing that in order to implement the three engine strategy, I would have to actually code this strategy and run it using a platform that allows execution of options trades. Do you have recommendations for coding/running this strategy?
What a great share. Thanks for this.
Thank you for proving such incredible value! Question about the convexity hedges: can you actually describe how to calculate the correct amount of base hedge? I’m interested in implementing the three engine strategy. I am experimenting with option Alpha as my execution platform. I do have access to Gamma levels (Gexbot). I’m guessing that in order to implement the three engine strategy, I would have to actually code this strategy and run it using a platform that allows execution of options trades. Do you have recommendations for coding/running this strategy?
what kind of data feed do you need to trade this?