Has anyone figured out how to select a specific smart routing algorithm such as SMART MaxFill using the TWS API? Using contract.exchange="SMART...
Here are my results using unbundled pricing and relative orders. The 0.0037 per share orders are a bit weird, I thought I would be charged 0.006...
Bolimomo, chances are we`ve exchanged a few shares ;) I just added support for relative orders to my system and that seemed to work well with the...
That was the problem I ran into, plus you needed a lot of them for the low dollar stocks, which racks up the commissions, and cancellation fees if...
I close out my trades at the end of the day, but if I wanted to hold for a few days to a few weeks, shorting a double short ETF is something I...
I ruled out the Ultra Long ETFs because last time I looked they were around a dollar, where per share commissions and spreads ruin things, but FAS...
I wrote an automated trading system, and have been trading it live for about 6 months. It works significantly better on the 2x and now 3x ETFs,...
I understand my risk is going to be higher, but I also know that my risk is going to directly depend on which method I choose, which is why I`m...
I want a long term buy and hold style portfolio that is leveraged as much as possible, with a little risk as possible. Yes, I want my cake, and I...
Serious question, not trying to be rude, but do you have an actual real life analysis of the differences? With portfolio margin being so new, I...
That's what I thought, it was really bugging me that I couldn't see a flaw in my idea. Moving on, this portfolio margin system is really...
I need to rethink this idea then ;) Next idea is to model purchasing the underlying stock using portfolio margin vs purchasing options (I only...
Exactly, but how can I get close to the same kind of behavior with regular LEAP options?
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