AdminEd Kaim (Founder, Quantcha)

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    1 comment  ·  General  ·  Flag idea as inappropriate…  ·  Admin →
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    AdminEd Kaim (Founder, Quantcha) commented  · 

    How would this differ from the points where the profit & loss projection line crosses 0?

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    1 comment  ·  General  ·  Flag idea as inappropriate…  ·  Admin →
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    AdminEd Kaim (Founder, Quantcha) commented  · 

    What are you specifically trying to do here? Do you want the short strikes and 1-vol or the modeled range to be 1-vol? Or is it something else?

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    1 comment  ·  General  ·  Flag idea as inappropriate…  ·  Admin →
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    AdminEd Kaim (Founder, Quantcha) commented  · 

    Our modeling defaults to market pricing, so we almost always use buys at offer and sells at the bid. The one exception is that some parts of the platform also support midpoint pricing, which you have to select.

    There are multiple ways to screen for condors. We don't explicitly support what you're asking for as a direct feature, but it's possible to get the results you're looking for.

    If you're using the option search (specific stock and expiration), then you can widen the underlying price model to get wider middle strikes.

    For the global screeners, you can find really wide condors by lowering the max assignment probability. For example, if you set the max to ~10%, you'll get trades that have short strikes around the 2-vol mark.

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    planned  ·  1 comment  ·  General  ·  Flag idea as inappropriate…  ·  Admin →
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    AdminEd Kaim (Founder, Quantcha) commented  · 

    We do have some planned work to snapshot a trade when you start watching it so that you can evaluate how well it performs over time. I don't know if that will cover exactly what you're looking for, but it'll give you an idea of performance for each trade through expiration.

    In terms of building confidence in our system, I'm not sure it will help. After all, we only work against the data we're given and don't really do any proprietary magic at this time. We evaluate trades based on whatever forecast is plugged in, and all the work we do for valuation and market implication is based on standard finance techniques.

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    planned  ·  0 comments  ·  General  ·  Flag idea as inappropriate…  ·  Admin →
    AdminEd Kaim (Founder, Quantcha) shared this idea  · 
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    under review  ·  0 comments  ·  General  ·  Flag idea as inappropriate…  ·  Admin →
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