I'm looking to trade 3-month (SR3) vs 10yr (ZN) but need to calculate the spread ratio...
Yeah, I was just trying to come up with a way to 're-use' the surface interpolation and just search for the value like earth_imperator was...
using 2 splines is probably "close enough", especially for options near the money in your example you expect 0.5 delta strike to ~equal the...
I think Powell is going for the flaccid* Volker technique of causing a recession to get inflation under control...
Going to be hard to find that for $50, but back when I was on a shoestring this company was reasonable...
I've used the site to cash EE bonds successfully, it was a bit of a pain because the bonds were paper and had to get them certified(?) at a...
Coinbase (an exchange) isn't Bitcoin (a technology) I'm not shilling anything though, I've just seen multiple people mistake problems with...
I could see that if I didn't trade less liquid futures/futures options, a lot of the time (like natural gas) the spread can be ~$1K and you can...
Thank you so much :banghead: :D
Is there an IB rep on this forum? I'm extremely frustrated with the platform being "HELPFUL" and changing my order price or quantity when I...
if you don't mind tying up a bit more capital, buy calls in Sept or further and just sell them when you're back home. The further you go out in...
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Spreads happen, but I don't enter trades with spreads in mind, I mostly: 1. Buy protective puts against BTC hodlings (rarely speculate with long...
I know this isn't your question, but I trade BTC (rarely ETH) vol here: https://derivs.ftx.us/
Just crossed the spread TWICE this morning, I much prefer to have my buy orders automatically change to the BID price so I can walk the order...
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