capitalspreads
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Marvin
As i said we have already built the binary model. It has been working for 2 weeks versus IG, Cantors and now Finspreads... To make it a proper test we have actually been trading it and we are very nicely up at the moment whilst taking virtually no risk !
But like you I would recommend the FinCAD model to anybody wishing to trade options or binaries. I used it many years ago when trading Swaptions/Caps/Floors and found it to be rather better than many of the mainframe models. (of course it needs alot of work to get to the parameters you want)
Simon
As i said we have already built the binary model. It has been working for 2 weeks versus IG, Cantors and now Finspreads... To make it a proper test we have actually been trading it and we are very nicely up at the moment whilst taking virtually no risk !
But like you I would recommend the FinCAD model to anybody wishing to trade options or binaries. I used it many years ago when trading Swaptions/Caps/Floors and found it to be rather better than many of the mainframe models. (of course it needs alot of work to get to the parameters you want)
Simon