Yikes. I don't have a lot of firm trading rules, but one is that if it seems too easy (like, selling a basic two-leg option strategy), it's not...
Yep, and I've done that. But I don't know of a way to --- in one order screen --- create a setup that sells 50% of the position at target and set...
Multicharts has this great order type where you set a stop loss for the full position, a profit taker for 50% of the position, and then...
Thanks. That's too bad. I'd written my own beta hedge function for Multicharts, but it's cumbersome to use, and I was excited to find the much...
Does anyone know how IB calculates the beta that's part of their Attach ==> Beta Hedge functionality in the advanced order window (here's an...
You need to? I'd love some backstory ..
Nothing "went wrong" with it. Even a great setup works maybe 60out of 100 times. This may simply have been one of those other 40 times.
"Amateur investors who loaded up on J.C. Penney Co. shares as the retailer went bankrupt are now pleading with a judge to spare them from a...
I don't know who your broker is, but IB allows for a PDT 'reset' once every 180 days. Basically, if your account is coded as PDT, and you violate...
VPS. I use chartvps.com, and it's trivial to get your trading software installed. You can access it via remote desktop from any device, including...
NBBO. With one contract, that should be fairly simple to hit.
I was kidding, of course. There's absolutely no chance to reverse engineer anything from entry/exit numbers only.
They still have to give you the best price though, right? Can't just internalize at a lower price than what's on top of the book.
Keep them coming. Someone is going to reverse-engineer this. :)
My first reaction was: he's holding back on that omp.h file, isn't he?!? My second reaction was: thank god for python. :)
Vertical call spreads are going to de-risk such a position. But also really limit your upside.
Since you have a profitable algo, I'd obviously define "vaguely" as "upload the full codebase." :)
Hedging isn't adding. You're taking some risk off the table by limiting potential gains. But I mean, you're not wrong in practice here. I'd...
I like smallfil's idea -- today's volatility probably juices the premium a little if you want to hedge with a higher strike. But please do this...
You may have answered this before, but do you work with profit taker/stop loss levels, or do you constantly move from long to short to long (e.g.,...
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