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I am developing an intraday trading system for options on the US
markets and I am looking for the software that can do following:
>From the options availabe from the datafeed the system is searching
for the ones that are mostly maching a certain number of patterns
which I developed. For example one of the pattern will be a certain
chart movement during a period of certain minutes under a certain
volatiliy, Leverage-factor, beta, gamma, theta. When found, the
systhem should then offer hedging possibilities (most obvious example
for put contracts buying certain call contracts) to the mached
options. The systhem should be able to analyse his daily, weekly
portofolio results and make proposals for which values kann changes
be made for improvements.
Is any software that can handle this or I am DREAMING?
brgds from Berlin
Marian Stoica
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stoica@xxxxxxxxxxx
stoica@xxxxxxxxxxx
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