Hi Greg! Great video as always. I cannot understate the value of the knowledge you share and information your platform provides. As someone constantly on the search for edge, I’ve mapping out the universe of Vega/Volatility, and I think FTX MOVE contracts are an awesome way to access vol.
I was wondering if you had any recommendation as to what GVol tools I could use to display the total amount of volatility flowing in and out of an exchange. Is there a way to see how much Vega is going through each exchange? It’d be great to see that volatility flow in finding the best way to interact with Vega trading/hedging in the market. Are these charts (Vega in totality by exchange, Vega by maturity for all OI by exchange) something that might be included in future updates? Thank you for all of the tools and for reminding us all to find edge, capture alpha, and slang size!!
We're currently working on a proprietary model for determining trade direction.
Ultimately every trade has a buyer and a seller, but determining correct direction can clue us into who is executing long-vol/ short-vol trades... public or market-makers!
Short-answer!
Yes, it's currently in the works! I think your idea is a great insight!
Hi Greg! Great video as always. I cannot understate the value of the knowledge you share and information your platform provides. As someone constantly on the search for edge, I’ve mapping out the universe of Vega/Volatility, and I think FTX MOVE contracts are an awesome way to access vol.
I was wondering if you had any recommendation as to what GVol tools I could use to display the total amount of volatility flowing in and out of an exchange. Is there a way to see how much Vega is going through each exchange? It’d be great to see that volatility flow in finding the best way to interact with Vega trading/hedging in the market. Are these charts (Vega in totality by exchange, Vega by maturity for all OI by exchange) something that might be included in future updates? Thank you for all of the tools and for reminding us all to find edge, capture alpha, and slang size!!
Thanks so much for the comment!
We're currently working on a proprietary model for determining trade direction.
Ultimately every trade has a buyer and a seller, but determining correct direction can clue us into who is executing long-vol/ short-vol trades... public or market-makers!
Short-answer!
Yes, it's currently in the works! I think your idea is a great insight!
-Greg
Thank you Greg!! GVol FTW!