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en:market_maker_surfaces [2016/08/25 15:41]
playoptions
en:market_maker_surfaces [2016/10/25 12:08] (versione attuale)
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 ====Video Tutorial==== ====Video Tutorial====
  
-|{{ :​film_camera_35mm_b_24.png |}}|24/​03/​2016|[[https://​youtu.be/​2k462FdjRP4?​list=PL4sktvLDfqTQinSncUVPd3NytIHrEHVoT| Volatility - Cos'è la volatilità e lo smile - Didattico]]| 13:26+|{{ :​film_camera_35mm_b_24.png |}}|24/​03/​2016|[[https://​youtu.be/​2k462FdjRP4?​list=PL4sktvLDfqTQinSncUVPd3NytIHrEHVoT| Volatility - Cos'è la volatilità e lo smile - Didattico]]| 13:27|{{ :​italy_24.png |}}
-|{{ :​film_camera_35mm_b_24.png |}}|24/​03/​2016|[[https://​youtu.be/​2k462FdjRP4?​list=PL4sktvLDfqTQinSncUVPd3NytIHrEHVoT| Volatility - Cos'è la superficie di volatilità - Didattico]]| 13:58| +|{{ :​film_camera_35mm_b_24.png |}}|24/​03/​2016|[[https://​youtu.be/​CWkIZvWqHf8?​list=PL4sktvLDfqTQinSncUVPd3NytIHrEHVoT| Volatility - Cos'è la superficie di volatilità - Didattico]]| 13:58|{{ :​italy_24.png |}}
-|{{ :​film_camera_35mm_b_24.png |}}|24/03/​2016|[[https://​youtu.be/​s0rsnXv0Zqg?​list=PL4sktvLDfqTQinSncUVPd3NytIHrEHVoT| Volatility - L'area di lavoro ​- Skew Surfaces - Impliet RT - Implied ​Chart]]| 13:40+|{{ :​film_camera_35mm_b_24.png |}}|13/10/​2016|[[https://​youtu.be/​QtFcEMnzwdU?​list=PL4sktvLDfqTQinSncUVPd3NytIHrEHVoT| Volatility - Volatility Index - Difference]]| 7:16|{{ :​italy_24.png |}}| 
-|{{ :​film_camera_35mm_b_24.png |}}|24/03/​2016|[[https://​youtu.be/​s0rsnXv0Zqg?​list=PL4sktvLDfqTQinSncUVPd3NytIHrEHVoT| Volatility - Implied Chart]]| 4:59+|{{ :​film_camera_35mm_b_24.png |}}|13/​10/​2016|[[https://​youtu.be/​Qynh9tt2mVY?​list=PL4sktvLDfqTQinSncUVPd3NytIHrEHVoT| Volatility - Volatility Index - Oscillator]]| 7:19|{{ :​italy_24.png |}}| 
-|{{ :​film_camera_35mm_b_24.png |}}|24/​03/​2016|[[https://​youtu.be/​p71LY63_mws?​list=PL4sktvLDfqTQinSncUVPd3NytIHrEHVoT| Volatility Index Comparison]]| 10:25|+|{{ :​film_camera_35mm_b_24.png |}}|13/​10/​2016|[[https://​youtu.be/​_N0vFISSW4Y?​list=PL4sktvLDfqTQinSncUVPd3NytIHrEHVoT| Volatility ​- Skew Surfaces]]| 14:01|{{ :​italy_24.png |}}| 
 +|{{ :​film_camera_35mm_b_24.png |}}|13/​10/​2016|[[https://​youtu.be/​zebACQ3-8tA?​list=PL4sktvLDfqTQinSncUVPd3NytIHrEHVoT| Volatility ​- Implied ​Volatility Real-Time]]| 6:18|{{ :​italy_24.png |}}
 +|{{ :​film_camera_35mm_b_24.png |}}|19/05/​2016|[[https://​youtu.be/​4YOVbV-1RE0?​list=PL4sktvLDfqTQinSncUVPd3NytIHrEHVoT| Volatility - Volatility - Come individuare il Trend [Parte 1]]]| 14:35|{{ :​italy_24.png |}}| 
 +|{{ :​film_camera_35mm_b_24.png |}}|19/​05/​2016|[[https://​youtu.be/​9ACBruEqmQc?​list=PL4sktvLDfqTQinSncUVPd3NytIHrEHVoT| Volatility - Volatility - Come individuare il Trend [Parte 2]]]| 17:03|{{ :​italy_24.png |}}
 +|{{ :​film_camera_35mm_b_24.png |}}|24/​03/​2016|[[https://​youtu.be/​p71LY63_mws?​list=PL4sktvLDfqTQinSncUVPd3NytIHrEHVoT| Volatility Index Comparison]]| 10:25|{{ :​italy_24.png |}}|
  
-**Click [[video_tutorial|qui]] to watch other [[video_tutorial|Video di Iceberg]]**+**Click [[video_tutorial|here]] to watch other [[video_tutorial|Video di Iceberg]]**
  
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 |{{: eng_market_maker_acquire.png?​nolink|}}| acquires prices from the market to draw the surface, the acquisition can be Fast or Full.|| |{{: eng_market_maker_acquire.png?​nolink|}}| acquires prices from the market to draw the surface, the acquisition can be Fast or Full.||
-|{{: eng_market_maker_edit.png?​nolink|}}| ​It open the volatility designer window to modify the surface.|| +|{{: eng_market_maker_edit.png?​nolink|}}| ​it open the volatility designer window to modify the surface.|| 
-|{{: eng_market_maker_apply.png?​nolink|}}| ​It apply the changes made to the surface throught the button "Edit Surface"​ || +|{{: eng_market_maker_apply.png?​nolink|}}| ​it apply the changes made to the surface throught the button "Edit Surface"​ || 
-|{{: eng_market_maker_predefined.png?​nolink|}}| ​It allows you to load one of the predefined surfaces||+|{{: eng_market_maker_predefined.png?​nolink|}}| ​it allows you to load one of the predefined surfaces||
  
-===View===+===Surface===
  
-|Type| ​It allows you choose whether to display the surface of call options or put options|| +|Type| ​it allows you choose whether to display the surface of call options or put options|| 
-|Days to Maturity| ​It allows you to choose the minimum of days that you want to display more the later expire|| +|Days to Maturity| ​it allows you to choose the minimum of days that you want to display more the later expire|| 
-|Strikes| ​It allows you to choose how many strike display starting from ATM || +|Strikes| ​it allows you to choose how many strike display starting from ATM || 
-|RotateOnce activated by pressing and holding the left mouse button you can rotate the surface by moving the mouse|| + 
-|ZoomOnce activated by pressing and holding the left mouse button you can zoom into the surface by moving the mouse|| +|{{:​eng_menu_rotate.png?​nolink }}once activated by pressing and holding the left mouse button you can rotate the surface by moving the mouse|| 
-|PanOnce activated by pressing and holding the left mouse button you can move the surface by moving the mouse|| +|{{:​eng_menu_zoom.png?​nolink }}once activated by pressing and holding the left mouse button you can zoom into the surface by moving the mouse|| 
-|View| It opens a list of the surface views|| +|{{:​eng_menu_pan.png?​nolink }}once activated by pressing and holding the left mouse button you can move the surface by moving the mouse|| 
-|Reset Zoom & PanIt reset all graphical changes and return to the initial view||+|{{:​eng_menu_reset.png?​nolink }}it reset all graphical changes and return to the initial view||
  
 ---- ----
-====The starting surface====+====Surface Acquisition====
  
 By clicking the button {{: eng_market_maker_acquire.png?​nolink|}} the user starts scanning the whole [[options_chain|Chain Opzioni]]. Option prices are used for the creation of the surface. Depending on how many expires and strikes are available acquisition can be faster or slower. The user can choose how many strikes and expires to acquire. By clicking the button {{: eng_market_maker_acquire.png?​nolink|}} the user starts scanning the whole [[options_chain|Chain Opzioni]]. Option prices are used for the creation of the surface. Depending on how many expires and strikes are available acquisition can be faster or slower. The user can choose how many strikes and expires to acquire.
  
-|{{ :​market_maker_1.png?​nolink&​500 |}}|{{ :​market_maker_2.png?​nolink&​500 |}}|+|{{ :​market_maker_1.png?​nolink&​600 |}}|{{ :​market_maker_2.png?​nolink&​600 |}}| 
 + 
 +**An acquisition can be considered reliable if at least 80% of the strike are properly acquired. In the image below only 58% of the strike has been acquired correctly, this means that few strikes were quoted** 
 + 
 +{{ :​market_maker_percent.png?​nolink&​400 |}}
  
  
en/market_maker_surfaces.1472132493.txt.gz · Ultima modifica: 2016/08/25 15:41 da playoptions