Creditex was at the forefront of introducing electronic trading to the CDS market over a decade ago, including protocols such as mid-based trading and Delta Neutral
There are some investment strategies that are delta neutral
and often make money while the market remains stable.
A delta neutral
strategy calls for taking a delta equivalent position in the underlying security.
Case Study: Delta Neutral
Option Strategies (Paul Sutin) Appendix: Option on US Treasury Bond Future: Summary of Contract
The new functionality includes volatility trading with automated delta adjusted limit price updates, delta neutral
trading with an automated cash hedge calculation and execution, and conditional orders based on price stops and liquidity thresholds.
Orc Software (STO:ORC), the leading global provider of technology for advanced derivatives trading and connectivity solutions, today announced that the New Zealand-based regional proprietary trading firm Delta Neutral
International is using Orc's Algorithmic Trading solution to enhance its advanced trading capabilities.
RCN Metro Optical Networks, a division of RCN Corporation (NASDAQ: RCNI) and a premier provider of fiber optic-based network solutions, announced today that Ballista Securities, operator of the new Ballista ATS for block options and delta neutral
orders, will be using RCN Metro's Ethernet network to connect to the major trading floors in New York and Chicago.
NEW YORK -- Ballista Securities, operator of the new Ballista ATS for block options and delta neutral
orders, announced today that live trading on its platform began on October 27, 2008.
First Electronic Liquidity Pool for Block Options and Delta Neutral
Trading to Go Live Next Month
The whole of this section is devoted to illustrating strategies which can be used for spread betting, for example trend following, counter trend strategies and delta neutral
strategies such as pairs trading.
PrecISE also supports the entry of stock-option combination orders, such as buy-write and delta neutral
orders, through its easy-to-use interface.
Additionally, PrecISE now has market data embedded in order tickets, new pricing fields for delta neutral
orders, new complex order book filters, and market statistics.