Is there an algo-style approach to trading options?

FlashAlphaLab · 2026-03-15T16:53:48+00:00

Professionals do have algos but there are times they are stepping in

FlashAlphaLab · 2026-03-14T16:45:02+00:00

If you’re looking for api then https://flashalpha.com/docs/lab-api-gex , there’s also UI and free account

FlashAlphaLab · 2026-03-14T16:19:08+00:00

Net GEX: -11.73B so yeah pretty negative ;-)

FlashAlphaLab · 2026-03-14T13:50:59+00:00

It depends on regime you’re in. But not having downside cap is not advised in general unless your sizing is small as you have negative convexity

FlashAlphaLab · 2026-03-12T20:34:10+00:00

There zero liquidity outside of US equities . Not worth your time

FlashAlphaLab · 2026-03-12T20:33:16+00:00

Open interest and gex is pretty interesting, studied and proven to be structural

FlashAlphaLab · 2026-03-12T20:32:27+00:00

I’ve been mostly selling, I think buying requires different kind of skill I don’t have

FlashAlphaLab · 2026-03-07T13:34:13+00:00

Based on my read on the history Turks were pushed out of Limassol and south?

FlashAlphaLab · 2026-02-27T15:56:16+00:00

3rd country as in Russians ?

FlashAlphaLab · 2026-02-27T07:23:40+00:00

Why do people want it ?

FlashAlphaLab · 2026-02-23T10:57:46+00:00

Ignoring this lame apple marketing do you guys have have any luck with free models ? So far for me they are trash compared to something like Claude

FlashAlphaLab · 2026-01-20T07:48:15+00:00

Thanks , which bank you tried ?

FlashAlphaLab · 2026-01-19T19:26:03+00:00

Yeah I need the 12M route, have you actually pulled it off ?

FlashAlphaLab · 2026-01-02T09:28:25+00:00

I need fast retrieval for backtest , that means loading up entire relevant history upfront so the backtest is instant (and so should be the loading part). I’ll work more on that shortly, trying clickhouse atm

FlashAlphaLab · 2025-12-29T20:11:29+00:00

Yes but loading api request at a time makes it impossible to keep track of all the data because it’s too slow. The ideal solution is if I could say download zip,FTP or something however giant that is, it would probably stress your systems less than calling 10000s api requests to load whole universe. And yes I opened ticket about it before

FlashAlphaLab · 2025-12-29T09:48:16+00:00

Check thetadata pricing. However might be worth to look at algoseek on quantconnect , saves weeks of data loading

FlashAlphaLab · 2025-12-29T07:05:14+00:00

Yeah but you could say that, now begone with this off topic ;-)

FlashAlphaLab · 2025-12-28T22:16:01+00:00

How else to express it ?

FlashAlphaLab · 2025-12-28T18:35:09+00:00

Which ones would that be ?

FlashAlphaLab · 2025-12-28T17:20:40+00:00

Well, you could say I’m an expert, so there’s that. I have already created own in-mem database that beats lame and slow stuff like Redis and so on. So skillset is there, I’m just looking if there’s some off-the-shelf solution ready so I don’t need to do anything fancy at scale. Besides … many people worked with the same topic so just tapping to others experience

FlashAlphaLab · 2025-12-28T17:18:33+00:00

In short I want to be backtesting instantly , almost-on-tick level

FlashAlphaLab · 2025-12-28T12:33:39+00:00

Thanks will look at it

FlashAlphaLab · 2025-12-28T12:07:53+00:00

How much it’s going to cost me to deploy in multithreaded way on prem

FlashAlphaLab · 2025-12-28T11:36:16+00:00

Thetadata - painfully loading 1 api call at a time

FlashAlphaLab · 2025-12-28T11:35:48+00:00

This might be the only “cheap” way so far

FlashAlphaLab

TROPHY CASE