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Politics : Idea Of The Day
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To: IQBAL LATIF who wrote (18007)4/17/1998 3:32:00 PM
From: Thomas Winklhofer  Read Replies (2) of 50167
 
Hi Ike and everybody: Want to prepare my profitable (on paper)
Index trading system (RUT and also SPX) for real life trading

I'm still reading this interesting thread when I have time. Not so
closely as I did at the beginning but still trying to 'keep the pace'.
Congratulations to you Ike and all contributors!

Today I have some questions to complete my paper trades for the new
index trading system I have developed.

The system looks very profitable on paper:
Index: Russell2000 (RUT.X)
Time frame: 4/1/93 - today
No of trades: 301
Net profit: 709.61 (index points)
Buy/hold: only 252.05
Without calculating commissions and so on

Here are my questions
1. RUT.X has options. But there is almost no volume.
Is it possible to buy and sell (more important) options when
there is no volume? I saw somewhere that MMs have to take
a certain amount of options even if there is no buyer. How much
options do they have to take? I remember around 10.
If there is too much risk I could trade SPX options on my RUT.X
signals. But I wouldn't like to do that.
2. I would like to backtest my option trading on RUT or SPX.
Does anybody now a good source for historical option prices?
I would need bid/ask on closing base for all available strikes.

Any reply is appreciated and thanks for reading.

Thomas
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