Recent Content by pwa2

  1. Bond Trader Bets $10 Million That Volatility Revival Is Imminent

    thanks srinir.
    Post by: pwa2, Jul 22, 2017 in forum: Financial Futures

  2. Bond Trader Bets $10 Million That Volatility Revival Is Imminent

    sle, what was "today's VIX trades" (21 July)? Can you give details - strike, maturity, payoff, size etc. please? thanks
    Post by: pwa2, Jul 22, 2017 in forum: Financial Futures

  3. 5 Questions with Massimo Giorgini of Borsa Italiana’s IDEM Market

    Patrick, Can you provide a list of TT enabled brokers who offer this venue? thanks
    Post by: pwa2, Jul 7, 2017 in forum: Announcements

  4. Anyone done anything with QuantLib?

    QuantLib-Python is a SWIG based wrapper around the C++ Quantlib, the python bindings are generated by SWIG. You could develop your custom payoffs...
    Post by: pwa2, Mar 29, 2017 in forum: App Development

  5. Anyone done anything with QuantLib?

    I'm a fan of it. What do you want to do - vol stuff? Be careful of your ./configure settings flags so that you don't accidentally mix...
    Post by: pwa2, Mar 29, 2017 in forum: App Development

  6. Another New open source C++ FIX engine

    http://fix8.org
    Thread by: pwa2, Sep 7, 2012, 7 replies, in forum: App Development

  7. New open source C++ FIX engine

    http://www.fixprotocol.org/discuss/read/84efba93 www.openfix.org
    Thread by: pwa2, Aug 27, 2012, 8 replies, in forum: App Development

  8. Building an offsite volatility RV system?

    a) What operating system I go with? Linux sounds like a natural choice but it will somewhat restrict my software choices. It does, however, seem...
    Post by: pwa2, Dec 7, 2011 in forum: App Development

  9. Order Cancelation - IB API

    after calling cancelOrder(...) you must wait for it to be acknowledged i.e. orderStatus(...) returns with status=="Cancelled" or perhaps...
    Post by: pwa2, Oct 24, 2010 in forum: Automated Trading

  10. time used in IB tws api

    Can someone tell me if the time in tws/api is the local computer time? or perhaps its sent over the wire from IB... Just I see a consistant...
    Thread by: pwa2, Oct 19, 2010, 0 replies, in forum: Interactive Brokers

  11. http://pulsarcap.com/

    i can get a good anagram out of
    Post by: pwa2, Jul 27, 2010 in forum: Prop Firms

  12. Futures/Forex brokers offering FIX.

    Craig66 Sorry to hear FIX is being a pain. What sort of problems are you experiencing? What FIX engine are you using? Did the...
    Post by: pwa2, Feb 9, 2010 in forum: Automated Trading