I see, thanks. I do see in the picture in the bottom though, there's an option to select "ignore open auction". Implying open auctions are not...
Suppose I am short a regular put option on a stock in the US option markets. Today it is worth $1,00, and I have a SMART limit buy order at IB at...
The description reads "this implies we're living in .. excesses ..". Any merit to that idea? Correlation does not imply causation, I am thinking...
Nice! Enjoy. Didn't I read somewhere that you have a job as well? In any case best to you.
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Don't forget interest rates on margin.
Maybe, if you look hard enough. I can't think of an example that is guaranteed to take any of the [ts2,ts6] out of the equation. As traider said,...
My understanding: For example, if IB only sends your orders directly to the market without selling the order flow, your order is 100 shares and...
One reason might be that Ameritrade's affiliated market makers give better fills because they expect Ameritrade's clients' orders to be...
So what is it tailored for? And does it work there?
I did some quick thinking: I suppose a quick and dirty solution could be to delta hedge such that you keep your total delta around 0. With ATM...
regarding question 1: yes, lookup systemic versus idiosyncratic risk.
regarding 2.: If a bank can sell you such a product, they will (very likely) hedge it themselves by using a combination of exchange traded (or at...
Question 2: Probably you can replicate such a portfolio by some active repositioning, however the math wouldn't be trivial I can imagine. I am...
Also, did you think about the situation where your edge might actually not be an edge? For example you might be able to predict up days correctly,...
If I understand you correctly, your edge is just predicting an up day and nothing more, and your chosen tool is ATM debit spreads. Just keeping...
Why don't you have a look at barchart or similar websites, and find the pages with bid/ask spreads, volumes, etc.
Yes, that makes sense reading it explicitly like so. Thanks.
Implied volatility tends to exceed realized volatility, i.e. volatility risk premium (VRP). VRP might be harvested by selling straddles for...
Why do you think your experiments you mentioned on profiting from excess IV didn't work?
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