First idea was a complex example involving lots of charts and explanations, but then I got a better one. Vol is usually trending, but it's always...
One man's trend is another man's range.
I always chart the contract value with that software. Maybe you didn't think about this, but the scripts running and deriving the overlay from the...
What's the point. Those are the cash values of the spreads (mini). I mean, the pnl is on the chart dollar for dollar. You can reduce the ratio,...
As they say, a picture is worth a thousand words...[ATTACH]This is a panel of index spreads with the hedge leg overlayed (left). Orange is RTY...
Really doubt its useful at all. Plenty of guys think they're hot shit in options, and yet they know fuck all about how they're priced and...
I will just offer some advice. It's not just that trading is hard and that the gurus are full of it. It comes down to the fact that trading is a...
I find it hard to trade with no/low money on the line. Psychologically, this super slow rate of profit is likely to feel like a waste of time....
Care to clarify? Formula or equation?
Problem: So I'm looking to get some data on rate vol, and the ICE BofA Move Index is behind a paywall. Potential Solutions: (1) Use model...
I think it really depends on the market, but I have lots of proxies for order flow, some of them clever, some laughably simple. Maybe they're...
I use IBKR TWS and the Excel Api, and also have TD account for TOS. I can recommend.
That he trades through a dealing desk 'bucket shop' and tries to impress upon noobs that he's doing some kind of FIFO workaround via brokers is...
https://interactivebrokers.github.io/tws-api/dde_intro.html I use DDE but I doubt it's the best.
The concept of arbitrage continues to mystify you. You're a curious member on ET, since you attempt to lead an informed discussion of options...
Bonds are up? Not from what I'm seeing. Quite the opposite.
You're one to talk. You're the guy with a pathological avoidance (denial) of relevant aggregates. You would do well to start talking M2, M3, and...
Let's compare notes. Integrating or summing first and second derivatives (or proxies thereof). Yes. I've found that simple calculus can work...
That may be the problem.
What is your settled cash amount?
Separate names with a comma.