Submitted by hardyrekshin t3_11ds6bz in wallstreetbets
hardyrekshin OP t1_jab1bwr wrote
Reply to comment by Silver_Comment3913 in 2023-02-28 Wrinkle-brain Plays (Mathematically derived options plays) by hardyrekshin
Difficult? Not at all.
But it takes a lot of compute horsepower as it is to come up with pricing for ATM plays, or slightly OTM plays.
So it's not something I can do for all 5200 tickers.
Silver_Comment3913 t1_jab1tvz wrote
I see, thank you! If you had this as a software/SaaS I would love to subscribe to it, especially if I could use the algo on custom tickers.
hardyrekshin OP t1_jab3bhg wrote
Would be an interesting exercise, coming up with an entry price for every contract.
NPIRACKS t1_jab4d7c wrote
Maybe wrangle some subs for compute power?
hardyrekshin OP t1_jab4m84 wrote
What do you mean subs?
NPIRACKS t1_jab4ays wrote
Same, I'd pay a monthly sub for this
hardyrekshin OP t1_jab9mut wrote
For what, exactly?
The ability to use this model to price specific options contracts?
Silver_Comment3913 t1_jabyrsf wrote
Yes
Viewing a single comment thread. View all comments