Yayaya left a comment on Interactive broker option pricing model

"Actually, it would also be easier in live trading: LEAN can directly pass the Broker's Provided Gree..."

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12 months ago

12 months ago

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Yayaya left a comment on Issues with Index Options: Zero DTE and Fills at S...

"But the backtest codes above indeed show there are “No CHAINS” for SPX 0 DTE, despite there may ..."

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2 years ago

2 years ago

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Yayaya left a comment on [Question] Why option greeks need warm up?

"I really think Xi.J.L is correct. QC may use realised volatility for greek computation which may not..."

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2 years ago

2 years ago

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Yayaya left a comment on Achieving High Performance Option Strategies with ...

"MatteMatto , thanks for your sharing!A quick question: since you are running option trading live wit..."

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2 years ago

2 years ago