3 ms·
One possibility is getting leverage via deep in the money options, which are very easy to price. But I guess that's not what most people are talking about. But
by tedunangst 8y ago
One possibility is getting leverage via deep in the money options, which are very easy to price. But I guess that's not what most people are talking about.
But also, spreads are pretty tight for close dated near the money options. Just assume the price is right, pick a direction, and trade...
- sushid 8y agoSure, you'll make money 99.9% of the time but the time you don't, you'll be losing your money and then some.
- tedunangst 8y agoBut that has little to do with whether you have 600 xeons to run black sholes.