Recent Content by Pelagos

  1. Need to convert monthly option price to weekly time frame

    Thank you for getting me started.
    Post by: Pelagos, Jan 16, 2014 in forum: Options

  2. Need to convert monthly option price to weekly time frame

    Yes, I am familiar.
    Post by: Pelagos, Jan 15, 2014 in forum: Options

  3. Need to convert monthly option price to weekly time frame

    No please help
    Post by: Pelagos, Jan 15, 2014 in forum: Options

  4. Need to convert monthly option price to weekly time frame

    Yes, my problem falls into the definition of interpolation. I have live Osaka data, here is a quote from 11:30 local time. January 15750 call...
    Post by: Pelagos, Jan 14, 2014 in forum: Options

  5. Need to convert monthly option price to weekly time frame

    I'm looking to trade the Nikkei 225. My trading system requires me to use weekly option data as part of a solution. Unfortunately the Nikkie...
    Thread by: Pelagos, Jan 14, 2014, 9 replies, in forum: Options

  6. 3D graphing problem

    Ninja trader says they do not support options data. Options and their continuous relationship to their underlying security form the basis of our...
    Post by: Pelagos, Mar 3, 2013 in forum: Options

  7. 3D graphing problem

    Looking to avoid the code writing learning curve. May have no choice.
    Post by: Pelagos, Mar 3, 2013 in forum: Options

  8. 3D graphing problem

    We have been testing in real time for four years. Our data feed is through our IB account. We have not purchased historical data because we have...
    Post by: Pelagos, Mar 3, 2013 in forum: Options

  9. 3D graphing problem

    I need to create a 3D matrix showing my trade entry and exit parameters in the x/y axis and profit/loss in the z axis all driven by historical...
    Thread by: Pelagos, Mar 2, 2013, 5 replies, in forum: Options

  10. Is theta really an edge?

    I know selling time has given me an edge or, at times has helped to offset losses in my system. The collected time premium is part of a larger...
    Post by: Pelagos, Feb 21, 2012 in forum: Options

  11. Trading the SPY as a newbie?

    I can't disclose what I am doing but can say I am a net seller and hold my positions an average of 2.2 days. My system makes all decisions, 2.2...
    Post by: Pelagos, Dec 18, 2011 in forum: Options

  12. Trading the SPY as a newbie?

    You are right and then some. I've been trading SPY options for 30 months using a trading system and enjoy a risk reward of 1:2.1 and a 74% win...
    Post by: Pelagos, Dec 17, 2011 in forum: Options

  13. It's All GREEK To Me....

    Cactiman: Thank you for writing what needed writing despite being off topic. The war you wrote about was three generations ago so its not...
    Post by: Pelagos, Dec 11, 2011 in forum: Options