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Extra info for A Trading Desk View of Market Quality
No. It is typically one-month, two-month, or threemonth options. This would be my guideline for the length of time I would use to study volatility. KRELL: Is volatility inherently good or bad, generically? WOLF: I will answer with a story. Years ago I attended a conference at Columbia University. There was a big discussion between a Nobel Prize Laureate, Kenneth Arrow, and a yet to be Nobel Prize Winner, Myron Scholes. ’ Without volatility, there would be no market. If we lived in a world of certainty, there would be no interest on our part in trading anything.
But if I trade 50 times that amount, I am no better off because my liquidity is not at a penny wide. It is still at 6 cents. WOOD [From the Floor]: Given the size range that you are in, can you provide us with a feel for any change that decimalization has had in your aggregate trading cost? CARDELLO: Our operation started about two years ago. When we started, we were trading 10 lots. In those days, when decimalization was coming in, it made a difference. 29 So decimalization helps to the extent that it brings in more liquidity, but I would not say that it makes much of an impact given the sizes we are trading now.
But it probably has not done that much to the real market in terms of being able to get volume at a given price. KRELL: We will open the discussion up to other questions. Anthony? ANTHONY NEUBERGER28 [From the Floor]: I want to return to the relationship between the quality of the underlying market and the quality of the options market. There seems to be some belief that a poor underlying market is characterized by excessive volatility, and that, somehow, this is good for options traders because options traders like volatility.