|
PureBytes Links
Trading Reference Links
|
> I have a customer that is trying to test a system out to straddle two
> different indexes or two different futures. He calls it a
> intra-markert
> straddle. He buys a call on NDX and put on SPX or vise versa. (the
> goal is
> to narrow the spread and to get as close to the money as possible).
> He is
> looking for a software package to give him the value of the straddle.
> Is it
> possible to due this with Option Station. Omegas tech was unaware if
> it was
> possible to look at a position involving two instruments. Straddles
> are not
> the only thing he is looking at doing. Thanks Jeff
No, it is not possible to model an intra-market straddle to my knowledge
in OptionStation.
|