Talking Backtesting, Liquidity and More with ORATS
- His history in the options industry
- Unique gamma scalping applications for each underlying
- Is there a secret sauce to options backtesting?
- Forward testing backtesting
- Creating your own signals
- Getting RIAs to use options in their portfolios
- Getting past the gatekeepers
- What are the biggest requests they receive for backtesting
- Ongoing concentration of liquidity in just a few names
- Does exchange fragmentation perpetuate the liquidity crisis?
- Auctions: pro or con?