Difficulty in AI is I think the inverse of what most expect: higher intellectual functions are easier; lower more intuitive functions are harder....
Have you checked your data provider does not have a policy against web scraping? If you hit their servers with any regularity and they care about...
All of the IB language APIs are implementations of handling the one and only real IB API which is its socket messaging protocol. So whatever you...
Of course! Geez that's my worst brain-fart in a while...:banghead:
The term structure of vstoxx is interesting. Apr'19: 23.40 May'17: 20.10 Jun'21: 20.55 This suggests to me the hedging of volatility is mainly...
Fwiw I've had a similar problem with getting: m_symbol: NG, m_tradingClass: LNE, m_exchange:NYMEX, m_secType: FOP, m_currency: USD I request...
You can get a rough guide using the CME website Treasury Analytics tool. The number you want is the DV01 for the 10-yr future. If you divide that...
OK fair enough. :)
And IB have still not replied after it took 3 ticket re-openings for them to even "understand" the question.
@JackRab why do you bother fitting a spline? Unless you're calculating greeks by bumping or trying to trade relative value/market-make I don't see...
This seems like a good place to re-ask about VaR in Interactive Brokers. Say you request an on-demand Historical VaR at 99.9% confidence with a...
fwiw, this is a good resource for futures time spreads: http://app.spreadcharts.com/user/. If the front leg is nearby you are exposed to the...
I'd hope your already familiar with them but if not have a good look at the return profiles of "option write" strategies for whatever CTAs you can...
Not sure what you expect people to say. What do you think the p&l profile of a 99% win rate system looks like? It looks like your p&l. Doesn't...
Old Results thread: https://www.elitetrader.com/et/threads/random-chart-contest-results.11820/ Chart#1 Random Chart#2 Random Chart#3 ...
Thanks for playing! 6/10. Maybe it's harder than I thought.
It's for fun. Maybe you're familiar with the idea.
Just found this old random vs fake contest on ET from, eh, a VERY long time ago. Appears that the person who ran it has left up the web page with...
A limited company is automatically professional (to IB) afaik.
"And dying in your bed, many years from now, would you be willin' to trade ALL the days, from this day to that, for one chance, just one chance,...
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