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Re:NautilusTrader: Open-Source, High-Performance Algorithmic... by andrepd on Wednesday August 06, 2025 @01:51PM (#44815301)
Option trading is notoriously difficult. HFTs simply don't take a position at all: they build portfolios that are as neutral as possible in every measure (not only delta, but in vol, its higher order terms, higher order delta terms, etc). This is very difficult to do unless you have substantial capital to absorb short term fluctuations, but if you do you can capture a consistent and very low risk profit.
Re:NautilusTrader: Open-Source, High-Performance Algorithmic... by mhh__ on Wednesday August 06, 2025 @02:23PM (#44815716)
HFTs are typically market makers so they don't really build a portfolio as per se anyway (in practice you can target a certain position obviously)