The machine learning (ML) literature sorts problems into two categories: (1) regression -- the response is a continuous numerical output (2)...
I trade closed-end funds, which have limited liquidity. Is there a mathematical model for how many shares of a limit buy order are expected to be...
Has anyone tried Alpha Trading Labs? https://www.wsj.com/articles/want-to-be-a-high-frequency-trader-heres-your-chance-1521797400 Want to Be a...
I am trying to understand how the uptick rule works. XIV closed at 129.35 on Feb-1-2018 and 115.55 on Feb-2-2018, a 10.7% drop. The SEC...
Morningstar publishes historical returns, volatilities, and Sharpe ratios for ETFs and ETNs. The data for the 5 years through 2018-01-31, before...
XIV did great in 2017, but so far this year it has greatly underperformed what a 3-4 beta to the S&P 500 would predict. I though the prospect of a...
I am tempted to short Bitcoin, but it is too volatile. I would think about buying Bitcoin put options -- when will they be listed? In the limit...
On Interactive Brokers' Traders Workstation, I can create watchlists of related securities. How can I show the average return for the securities...
Based on https://ibkb.interactivebrokers.com/node/188/ I think it is possible to trade futures in an IRA account at Interactive Brokers with 3x...
For a group of M related stocks that I specify, I would like to backtest the strategy of buying at the close, each day, equal dollar amounts of...
To harvest the volatility risk premium in SPY, you could sell 1-month ATF SPY straddles, delta hedge daily at the close during the month, and...
The implied vol of VXX is often much higher than trailing realized vol. Does anyone follow a systematic strategy of selling VXX volatility? Does...
Why are VIX futures inverted (April at 16.41, May at 14.94) when the April futures are not at a very high absolute level? And when the front month...
Interactive Brokers lets you import a set of trades from a CSV file. Which other brokers do so? I am interested in trading stocks, ETFs, and futures.
After VIX I think VSTOXX (the volatility index of the Eurstoxx 50) is the most active volatility futures market. I don't think VSTOXX futures are...
Usually the daily return of VXX is close to that of the opposite of XIV. Since December 2010, when XIV started trading, the sum of the returns of...
A newspaper story about the financial markets will often quote portfolio managers, financial analysts, or newsletter writers. I wonder how...
http://www.wsj.com/articles/donald-trump-keeps-up-attacks-on-judge-gonzalo-curiel-1464911442 Donald Trump Keeps Up Attacks on Judge in Trump...
I may buy the book Pivots, Patterns, and Intraday Swing Trades: Derivatives Analysis with the E-mini and Russell Futures Contracts Wiley Trading...
Do brokers impose higher margin requirements on brokerage accounts that are traded through a limited liability corporation? I especially want to...
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