Thanks for the reply Bob, but I'm really just interested in figuring out the best way to do this through IB. It's only one small strat I'm...
I'm hoping someone who has experience trading options with IB may be able to help... I'd like to buy straddles on x number of underlyings and...
In case it's interesting to anyone, I ran a quick study on overnight equity moves > 25% (survivorship bias free database) for stocks that were...
I suppose it's somewhat less likely in a struggling stock, but what about a takeover? It's the short side of these strats that scares me (granted...
Just curious, have you quantified this?
Might have a typo in the financials grid. Coint <.95 and Corr < .75 has a negative sign for profit per trade...if that's correct then your profit...
Interesting - I didn't read that book of his but I did get the one on day trading options and thought it (and moreoever his approach) was awful....
Not sure, hopefully def will weigh in at some point. Probably just a typo, but to be clear, it's 16bps not 1.6bps.
Can't complain at all about the access you guys provide -- only issue in this case is that .16% roundtrip is steep for daytrading. Do you guys...
Falconview- Are you going to take sle's advice and work on some kind of vol forecasting model before going out and putting on trades?
cool, thanks
sle- Below are some questions I have on a strat I've been working on...just say the word if you'd like me to have this moved to another thread,...
That's just trades though not NBBO, correct?
There it is...thanks. Took me a while to find that drop down menu on the website - not surprised I missed it the first several times (I'm slow)....
giggollo - what were your per share charges for the native pegged orders? i use unbundled so normal orders are $.0035, but because DAV mentioned...
sle- Last week you mentioned a gimmick for estimating historical skew from VIX if you already have data for the ATM vol. Would you be willing to...
Yeah sorry, should have clarified that I was switching gears a little from your original exercise. Essentially what I was getting at was: say I...
sle- suppose one wanted to take an exercise like this a step further to estimate the costs of wing protection when selling atm convexity. do you...
Rather than making him do the work, I will start a journal of sorts that explores/tests a few different vol edge ideas. Hopefully, sle and some...
It's amazing that none of these credit spread/iron condor threads ever ask the most obvious question 'when is a good time to get long/short vol?'....
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