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en:market_maker_surfaces [2016/08/29 11:43] playoptions [The menù] |
en:market_maker_surfaces [2016/10/25 12:08] (versione attuale) playoptions |
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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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|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 || | ||
+ | |||
|{{:eng_menu_rotate.png?nolink }}| once activated by pressing and holding the left mouse button you can rotate 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|| | ||
|{{: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|| | |{{: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|| | ||
Linea 95: | Linea 100: | ||
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- | ====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 |}} | ||