as stated, diagonal
approximately, also assuming no change in vol. but your thetas will increase each day as well
Treasuries. Options up to 3 months out generally use a 90 T-bill rate, longer that 3 months use a bill or note with corresponding maturity.
http://www.quantonline.co.za/Articles/article_volatility.htm
the floor can work it
Thanks for the amazing insight So, let me see if I understand this correctly... If demand rises then price rises too? Wow! I never would...
an inverted curve is very bullish? monetary poilicy has been unable to corrct this invertion over the past year
Yeh well, hear's a few more facts Daily Treasury Yield Curve Rates 04/25/07 1mo 3mo. 6mo. 1yr. 2 yr. 3yr. 5yr....
maybe I should specify that you should only use cash in your acct to buy the bills. don't create a debit balance
Buy t-bills (1-5% margin depending on your broker) Use the excess equity for your option strategies. back spread your outright longs to...
I know Schwab used to (don't know if it's changed) pay interest only on cash balances in excess of any short market value. I've heard others do...
I guess it depends on your broker/platform. I'm not an IB customer but I have the ability to route to them. but only in standard increments.
Route to IB. You can get filled in pennies but you still have to bid/offer in standard increments. or, trade a stock on the penny pilot program
Do you mean Prop firm or Brokerage firm?
When I used to scalp the Notes and Bonds, I found that if I joined the bid, by the time someone hit me I didn't want to be long anymore. I...
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