And this is for the ShortStrangle example on p.45 of the CBOE Margin Handbook : Using rule 3: calc_margin_req(sPosition=ShortStrangle,...
When I disable the said 3rd rule of the TradeStation margin formula for NakedCall and NakedPut, then it gives the same MarginReq like in CBOE's...
Nope, see rule #1 below. Here's my code for NakedCall and NakedPut (these are needed for the ShortStrangle) using the TradeStation margin link in...
I checked my math, and unfortunately I'm right : The said broker uses the max of 3 formulas as the MarginReq for NakedCall and NakedPut. The 3rd...
But the problem is that the said broker is asking for much more than what the exchange asks. The difference is that the broker asks for more than...
For such a ShortStrangle, does there exist an alternative construct, ie. a synthetic, with much less MarginRequirement (or BuyingPower Requirement)?
What is the Initial Margin Requirement (ReqT) for the following ShortStrangle : Underlying: Spot=10 ShortCall: Strike=11 Premium=3.75 ShortPut:...
Whatever, I simply want to get rid of the NS strikes from my downloaded data. The problem is that I don't know how to figure out which strikes in...
It's the same problem both at their website as well getting the data via their commercial API. I need their service for creating a Q&D ranked...
TLDR, just skimmed over: nothing of value in this extra long useless advertisement article.
Why oh why do you use market order? Just use limit order and take the offered Bid/Ask. This will in 99.999% of the cases be filled immediately....
Is it true that ET does not use the NewYork time (ie. TZ="America/New_York", aka EST)? It seems to be 1h east of NY towards Europe. Hmm does this...
Hmm. thx, then it must be a local firewall issue here, ie. seems to block access to the site of the images...
Why did the announcement of the company, cf. above screenshot, say "ex-date Dec 15" ? Also "Ex-dividend date" was Dec 15, but now the same field...
Why are the images in the text not showing up? Only a placeholder saying just "IMG" is shown, like [IMG]
How to find all postings of a user in a board like the Options board? Is this not possible? Update: Just figured out: by going to the board and...
Yep, I meanwhile have figured out what you mean. IMO just forget it. I myself cannot use it in my CashAcct as it requires a MarginAcct. No thx,...
@ph1l, you are a smart guy with very good programming skills, unfortunately on a wrong track, if I may say so :) My advice: you rather should...
Are you doing this maybe in a scripting language?... :-) Such things need to be done im fast low-level languages like C, C++, or even Assembler, IMO.
I think for financial data it suffices to use multicore CPUs in multiple workstations; ie. such CPUs like AMD Ryzen Threadripper. I think these...
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