You said the time value of your puts is zero or near zero. That's probably why you get assigned. I think if time value is near zero, then the long...
A synthetic long position is effectively the same as a long futures position, right? I think buying /ES futures is more efficient to accomplish...
"in ira, no borrowing and no unlimited risk trades, that's the law." - Hardly true. Futures have unlimited risk, and yet they are allowed in IRAs....
I personally think it's arbitrary discrimination. I should be able to do at my own risk whatever the big boys do. I don't need anybody to tell me...
Theoretically yes. In reality, however, every position has usually an independent margin impact, unless your portfolio is highly concentrated....
U.S. residents won't be able to trade almost any futures or options on foreign exchanges, due to U.S. regulations. A few futures products are...
A lot of the financial rules and regulations are made and decided by non-elected government organizations and staff, like the CFTC and the SEC,...
I'm doing a similar test right now. I guess "traditional" margin is not portfolio margin. "Establish" is not "maintain", but the opposite. If the...
"but I believe all buy/sells will at least show up (for a millisecond) at an exchange...Then back to the broker" - My understanding is the...
Re-reading Astrot's comment, I think he meant the transaction volume of the retail trader, not the volume of the stock. If so, then what is the...
Thanks for your input; but to be relevant, your items need to be quantified and supported by evidence, or else they are just expressing sentiment...
No I'm not stipulating that you are trying to sell something here. I'm rather genuinely interested in understanding which use cases in term of the...
I provided specific use cases from years of experience. I have reason to believe that for all stocks that trade at typically $0.01 spreads, and...
Robert I just did a 10 second Google search which said that 90-95% of retail orders don't go through lit exchanges. I conclude that I have a very...
I know this is an older thread; but may I ask what kind of equities you used for your test? I'm asking because my long-run tests show the opposite...
What you conveniently forgot to mention is that in the majority of cases, on your 5000 XYZ order you may earn a liquidity maker rebate of $10, but...
"MMs trade with Public Customer orders (for which they pay to receive) on the exchanges book. They don't see those orders in a different way than...
The study is about market or marketable limit orders of small size. You place a marketable order, and your slippage cost is $x - seems like a hard...
"When the experiment started, we also traded 26 of our stocks each day with a target value of $1,000, again using the same logic to round to the...
Thank you! The investing.com data looks usable, especially the eurodollar data series. I think the treasury futures data are not spliced based on...
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