Wait... I think what I wrote was a little confusing. Do you plan to calculate the Delta from price movements?
On Thu, Aug 13, 2009 at 1:02 PM, Martin Koistinen <[email protected]>wrote: > As an active Options trader, maybe I can help a little, but I haven't done > what you described with JST or JBT. > > I suspect that you don't want to trade UL based on an option's price, but > rather it's Delta (or perhaps another of The > Greeks<http://en.wikipedia.org/wiki/Greeks_%28finance%29>). > If so, the first question should really be, can an option's Volatility or > its Delta (or another Greek) be subscribed to in the IB API? Without at > least the Volatility, it isn't immediately clear how you could determine how > many of the UL to trade. > > I don't intent to discourage here, so let's try to figure out how to do > this. > > > Best, > - Martin > > > On Thu, Aug 13, 2009 at 12:14 PM, Lars <[email protected]> wrote: > >> >> Hi everybody! >> >> I am new to JBookTrader (as well as JSystemTrader) and have spend some >> time examining their code so far. My intention is to use JBT or JST to >> trade stocks in order to hedge an options portfolio in that same >> stock. >> >> To do this it is necessarry to evaluate the price of one or more >> options and trade the underlying stock depending on this price. Has >> anyone ever done this? From what I understand it is necessary to use a >> seperate strategy for every contract. Is this still the case or can I >> access price information for contract B from my strategy trading >> contract A? Has anyone ever done something similar? What tips and >> hints do you have to make this work? >> >> Thank you very much in advance! >> >> Lars >> >> >> > --~--~---------~--~----~------------~-------~--~----~ You received this message because you are subscribed to the Google Groups "JBookTrader" group. To post to this group, send email to [email protected] To unsubscribe from this group, send email to [email protected] For more options, visit this group at http://groups.google.com/group/jbooktrader?hl=en -~----------~----~----~----~------~----~------~--~---
