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  1. Are There Flaws In Options Pricing?

    how about OIS ?
    Post by: spec77, Aug 11, 2011 in forum: Options

  2. Transition from Prop Trading Firms to Banks

    Getting a job in a Canadian bank is doable if you are in Toronto. I guess you and your friends are not in Toronto To the OP: getting a Msc or...
    Post by: spec77, Aug 9, 2011 in forum: Professional Trading

  3. 30-60 day historical options data into excel?

    No, it would not work. Yahoo does not provide historical option data. You have 2 solutions: -write a script to collect data from Yahoo or IB...
    Post by: spec77, Jul 30, 2011 in forum: Data Sets and Feeds

  4. Pair Trading Strategy Journal

    I'm having the same problem. Sent an email to tech support already
    Post by: spec77, Jul 18, 2011 in forum: Journals

  5. Using stochastic volatility to price options

    Hoadley is inexpensive and has SABR. Fincad has Heston and local vol but expensive. Another alternative is the book "options pricing and...
    Post by: spec77, Jul 13, 2011 in forum: Options

  6. How to place a conditional option spread order in Interactivebrokers

    Hi All, Let's say SPY is at 134 I want to place an order so that when the SPY hits 135, I will sell a put credit spread (Jun 134/135 put)...
    Thread by: spec77, May 15, 2011, 0 replies, in forum: Order Execution

  7. Free lunch on Friday 13th ?

    There are some anomalies in the after hour trading. I can understand why put-call parity is often violated. But last Friday free lunch was way...
    Post by: spec77, May 15, 2011 in forum: Options

  8. Free lunch on Friday 13th ?

    Hi All, Yesterday at 16:07 p.m. (EST) ES Jun traded at 1333.5-1333.75 May13 1345 Put option traded at 6.00-9.75 So I can buy the 1345 Put...
    Thread by: spec77, May 14, 2011, 6 replies, in forum: Options
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