Recent Content by abc12345

  1. Greek Theta problem

    Hello, For several times I am experimenting with ES options model which represent an Iron condor. The model has duration 1 day and the greeks are...
    Thread by: abc12345, Jul 20, 2022, 31 replies, in forum: Options

  2. IB option spreads problem /suggestion

    Hello, I have tried SPY options spread combination with 4 legs /in 2 expiration periods/. The options are selected in such way so to form a...
    Thread by: abc12345, Mar 4, 2021, 0 replies, in forum: Interactive Brokers

  3. Brexit and IB

    I trade just US market. What happens if I stay with IBUK? /If I decide - is it possible to migrate to IBCE later? Let say after a year…/
    Post by: abc12345, Dec 21, 2020 in forum: Interactive Brokers

  4. Some Suggestions for Margin Calculation of Option Spreads and more

    I understand your point about the unlimited losses. But after the expiration date of the front leg (Dec 13), this is no longer a Calendar spread...
    Post by: abc12345, Nov 15, 2019 in forum: Interactive Brokers

  5. Some Suggestions for Margin Calculation of Option Spreads and more

    Thank you for your reply. But I can’t agree with you that there is not a theoretical max. loss in my 1st point. Please check it in the...
    Post by: abc12345, Nov 14, 2019 in forum: Interactive Brokers

  6. Some Suggestions for Margin Calculation of Option Spreads and more

    I want to suggest some improvements for IB margin calculation. When try to sell Calendar (or Diagonal) spread, the IB TWS strategy builder...
    Thread by: abc12345, Nov 14, 2019, 8 replies, in forum: Interactive Brokers

  7. Vertical Option Spreads at Expiration

    Sounds very danger what https://www.elitetrader.com/et/members/sig.446656/ says. Let me tell you why I have opened this thread. I have developed...
    Post by: abc12345, Oct 26, 2019 in forum: Options

  8. Vertical Option Spreads at Expiration

    Thanks for your replies. It obviously doesn’t work as I thought. I should change my strategy.
    Post by: abc12345, Oct 25, 2019 in forum: Options

  9. Vertical Option Spreads at Expiration

    I have an account with Interactive Brokers (IB) and I want to trade complex options strategies composed by vertical spreads. I want to hold...
    Thread by: abc12345, Oct 25, 2019, 7 replies, in forum: Options

  10. About algos in a pair trading

    Thank you for your reply, but I already have done such researches without any success. I thought may be some traders here, who already have used...
    Post by: abc12345, Nov 10, 2015 in forum: Automated Trading

  11. About algos in a pair trading

    I have an account in Interactive brokers. I also have a pair trading strategy where the legs in the pair have very big daily volume and sometimes...
    Thread by: abc12345, Nov 10, 2015, 5 replies, in forum: Automated Trading