I was just simulating vol change (either up or down) to see the behaviour. I think I understood this. Vol going down: [ATTACH] Vol going up:...
yesterday, when you initiate this, the 1150 was roughly coinciding with -1 SD. was this the criteria for the 1150 or just happened to be ?
A bit on the side, do you consider open interest stats in your models ?
You're right. On put 270 delta is 14.73 and PITM is 14.4 Thanks for the explanation. [ATTACH]
SPY currently at 280 Call 290 15/Aug shows a delta of 6.5 Having delta as a proxy of ITM probability, this means 6.5% of expiring ITM. How’s...
but that one is a 2/3/1 as you already did often. was this what you wanted ?
The question was not for myself, personally, but more to know if this had constrained your approach, knowing that you started from a really low...
I'm still reading the thread but have a quick question regarding the beginning of this challenge: if you started with 2K I guess this was limiting...
Anyone reminds of a good topic, here in ET, with a deep discussion about flies (debit) vs iron flies (credit) ? I just know the simplistic...
Not sure how much delta was the position when you started it but right now is -99.3 I was wondering what's your rational of shorting another 30D...
Check the daily / monthly reports. On the top you can see which IB is sending it.
I don't know the answer but I suspect the same way that EU customers were migrated from IB US to IB UK they would have to be migrated from IB UK...
I don't know if there are any independent tests over data feed data for retail. The only feedback I have on it is very limited. It is my own past...
Have a look into IQFeed. Free trial won't go much further in the past for tick and 5m data (I think it's only a week or so) but if you subscribe...
The last edition I can find is from 2012 and I couldn't even know if that 2012 edition is a revised one from the previous, dated of 2002, or just...
Check out DeGiro. I think they don't have minimum and are affordable in commissions.
My question is because the temptation of higher risk bets close to the end. If one has 200K and another 180K, a 50% DD doesn't matter because it...
No other rule for DD other than keeping the account above 80K ?
Criticism is about what else IB could have done more if they really cared about customers (besides a vague email in December and wait that all...
Me too. This is it:
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