Possible to Calculate Option Greeks in S#.Designer?
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30.09.2016


Hello everyone,

Is it possible to calculate Option Greeks in S#.Designer?

I ask because I added an "Indicator" block and scrolled through the indicators available, but did not see any Options related Indicators (such as Black Scholes, Delta, Vega and so on).

Regards



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Mikhail Sukhov

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Дата: 30.09.2016
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Indicator block has only TA indicators. The "Greeks" is absolutely different things.

Currently it is not included into Designer but lets discuss how you wanna use it. If it will be reasonable we can include it further versions, but the main point of the Designer - to create complex blocks from a basic for reusing. It like a programming, but with some charm =)
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Hola1212

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Дата: 01.10.2016
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Overall, I'm looking for the same Options Trading/Graphic features that are available when using the S#.API to be available when using S#.Designer.

I guess this is sort of a broad answer, so I'll leave it to you to decide which Options related features would be best to add to S#.Designer's next releases (if you choose to add any). Hopefully you'll add all of them overtime:)

Thanks for the consideration.
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Mikhail Sukhov

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Дата: 01.10.2016
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At the next version we plan to host dll strategies (that written in C#). Not sure what's actually you are looking for but seems it is already done in S#[laugh]
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Hola1212

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Дата: 05.10.2016
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Hi Mikhail, here are some more specific examples of what I'm looking to do in S#.Designer regarding Options trading.

1. Calculate Option Greeks (without having to write code).
2. Graphically view everything available in "OptionDesk" (as shown here http://bit.ly/2dIcmgF) such as Option Chains, Greeks, implied volatility, the theoretical price, the best offer and bid for Put and Call options (without having to write code).

Perhaps these items are already possible in S#.Designer and i'm just misunderstanding something?


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Mikhail Sukhov

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Дата: 06.10.2016
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OK, got you. So do you wanna "code" in Designer some of your option's based strategy, right? Or just view the option desk and other option chains views to put an orders by clicking?
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Hola1212

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Дата: 06.10.2016
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Both.

Note: I'm especially hoping the mentioned "OptionDesk" graphics will be able to display the historical Options data I have saved in Hydra (rather then just being able to display live Options data). Viewing this historical Options data directly in #S.Designer would be really helpful when researching/backtesting/building Options based strategies in #S.Designer.
Thanks!
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Mikhail Sukhov

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Дата: 07.10.2016
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Think, it is no any issues to add the Greek into next version. To add graphical components will be required more time. Currently we are working under compiled strategies. When we finish we can embed something from Options chart.

To view only historical data most appropriate is S#.Data. Designer has developed for algo strategies. Historical backtesting do not play past data online. It uses in background and display almost everything that it can be displayed per sec.
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Mikhail Sukhov

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Дата: 23.10.2016
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In the upcoming version we will add these features:

1983e5a6c597c77801ba310fdeac9d0b.png

Here is option quoting based on filtered strikes (by expiration, type and strike offset from a cental strike). All options will be output into option desk + display as a pos chart.

Also, option position will be "protected" by delta-hedging. Not a fully neutral but use a 3 asset contracts as directional position to earn some money while an asset is moving.

Hope it exactly what you ask us.
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Hola1212

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Дата: 25.10.2016
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Sounds great!

Is there an estimate of when the new version will be released?
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Mikhail Sukhov

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Дата: 25.10.2016
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Hola1212 Перейти
Sounds great!

Is there an estimate of when the new version will be released?


In the first half of November. I can say more precisely after 1 November.
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