Smarter Market Making: Predicting Underlyings from Market Microstructure

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 demonstrate how options market makers can leverage trading intelligence over speed through underlying price and implied volatility micro-structure models.

In this 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

Hosted by:

Andrew Lisy, Algo Product Manager – OptionsCity
Patrick Gardner, Business Development – OptionsCity
Scott Morris, President – Morris Consulting, LLC