Whoa, my maintenance margin increased thirteen fold (that is from 1 to 13) (yes, I trade NDX and SPX options, but on friday evening the situation...
The real difference is that RealTest support native Multimarket Multisystem backtesting... and that's really important.... multimarket multisystem...
This is the basis of misunderstanding. 5 delta is almost (*) the chance of finishing ITM all other things being the same (CETERIS PARIBUS). All...
You have for now understood that your simulated results were not attainable in real trading, or better said – were the result of a very calm...
Hi, just my 2 cents. Retutn on collateral is meaningless, because no trader in his own right mind would consider just the collateral required by...
SN stands for???? Yes... but why GOOG?
Matt, according to your chart, the max loss of this GOOG fly is between 50k and 100k. According to IB OptStrategyBuilder is more like 37-38K (I...
Sorry, MC stands for Multicharts. Problem with MC or other turnkey platforms (which in some way is shared by Amibroker too) : they don't allow a...
Hi, if you have experience with IB controller (let's say this straight, using IBC can quickly become a nightmare if you are not a programmer)...
Above there’s (more than) an error I cannot edit anymore in the original post. Line should be read: D) rank of all the stock identified in C)...
Hi Marsten first of all, let me say it’s awesome you take the time to interact in this thread, and I want to thank you for that (sorry for my...
Well, that seems to be me. First of all, I have both LB’s books. They are good books, but lets’ face it: being able to write a good book about...
No. For everyone interested in Tal risk management, I strongly advise to read a 4 part series written by Mark Spitznagel here:...
Bensdorp uses Trading Blox (or, at least, the reports he's showing on his books are equal to those produced by TB :) ). if i remember well, in...
Not that I'm aware of. I don’t know who is Ron Bertino (should I?) but if someone can point me out to a source explaining “false theta” I’m happy...
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