Is anyone working on developing their own pricing model here?
It does not have to be a complex or sophisticated model – Jim Simmons used simple arithmetic and geometry to arrive at his algo logic in the early days.
I will share some of mine: I use linear time, moneyness, theta and gamma, as well as a bunch of stock related items to screen for my options to go long or short
Interested to hear stories and experiences, if you care to share.
Is anyone working on their own novel pricing model?
byu/value1024 inoptions
Posted by value1024
1 Comment
I fuk around with options data and other stuff but I don’t know if I’d say I use any crazy modeling. My experience is keep it light and simple. I track gex, charm, vanna, ect., but I have yet to see it amount to a whole lot other then seeing points of pinning, grinding, acceleration, or something that is positioned to happen 🤷♂️