12.23.2013

Webinar-Smarter Market Making: Predicting Underlyings From Market Microstructure

12.23.2013

Registration Link: https://attendee.gotowebinar.com/register/6882012958323769089
Tue, Feb 4, 2014 2:00 PM – 3:00 PM CST

Options traders are continually pushing the boundaries of their front end trading systems and looking for new and innovative ways to improve edge while reducing programming time and effort. In this educational session we will demonstrate how options market makers can leverage trading intelligence over speed through underlying price and implied volatility micro-structure models.

In this live webinar, discover how market micro-structure models can

• Improve the underlying price used to value theoretical values,
• Create a source of hidden speed – improve takeout hit ratio and reduce pick-off risk
• Enhance hedging by allowing for more dynamic execution algos
• Form a building block for deeper quantitative models.

Speakers:

Scott Morris
President
Morris Consulting, LLC

Andrew Lisy
Algo Product Manager
OptionsCity Software

Patrick Gardner
Business Development
OptionsCity Software

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