Ehh I’m still skeptical. You need to front run a 3 cent move minimum (2 cent taker 1 cent spread) just to breakeven. The way the brti is calculated there’s almost no singular big price jumps in individual exchanges that can meaningful predict a 3-4 cent move minimum. But I could be wrong, especially around the opening of the market when gamma is highest at the strike price. Idk. I never managed to even front run price but that could be a skill issue
Ehh I’m still skeptical. You need to front run a 3 cent move minimum (2 cent taker 1 cent spread) just to breakeven. The way the brti is calculated there’s almost no singular big price jumps in individual exchanges that can meaningful predict a 3-4 cent move minimum. But I could be wrong, especially around the opening of the market when gamma is highest at the strike price. Idk. I never managed to even front run price but that could be a skill issue
Stop placing taker orders then 😸
Stop placing taker orders then 😸
why
why
the 15 min btc makes no sende
the 15 min btc makes no sende
Ahhh I’m so silly. Because you can use maker orders to exploit a millisecond price inefficiency 😭
Ahhh I’m so silly. Because you can use maker orders to exploit a millisecond price inefficiency 😭
bruh what are you saying
bruh what are you saying
gamma is highest atm yes
gamma is highest atm yes
but it increases as time to expiration decreases
but it increases as time to expiration decreases
so when it’s atm near the end you get massive price swings
so when it’s atm near the end you get massive price swings
that are 100% worth placing taking orders for
that are 100% worth placing taking orders for
Yes obviously when it’s at the money and TTE is decreasing.
Yes obviously when it’s at the money and TTE is decreasing.
That’s not always the case. However, every 15 min market opens at the strike by definition.
That’s not always the case. However, every 15 min market opens at the strike by definition.
The market implied probability of the yes no prices is the best definition of fair value a retail trader can calculate in my opinion. So you’re just along for the ride.
The market implied probability of the yes no prices is the best definition of fair value a retail trader can calculate in my opinion. So you’re just along for the ride.
lol bitcoin <64000 was free for tmrw 9 am
lol bitcoin <64000 was free for tmrw 9 am
33% of the time the final time it crosses atm is in the final 3.75min btw
33% of the time the final time it crosses atm is in the final 3.75min btw
because of arcsine law property
because of arcsine law property
Interesting I’ll look into that. Still I don’t believe front running is possible I could be wrong. But even if you could, the magnitude is unreliable. The brti takes measures against single big orders for manipulation
Interesting I’ll look into that. Still I don’t believe front running is possible I could be wrong. But even if you could, the magnitude is unreliable. The brti takes measures against single big orders for manipulation
so what’s the strat for 15 min btc?
so what’s the strat for 15 min btc?
😂
😂
Flip a coin and pray for the best
Flip a coin and pray for the best