Yes. Sometimes they call it $TIKI or $TIKIC, but it's the same thing. It's a simple tick index for just the DJIA.
I tried to get TIKI-NYSE with IBKR, but ultimately, gave up on it. Really wish I could get it.
If you go Schwab, you can do thinkScript.
If you use options you can buy the synthetic (forward). If you have portfolio margin, you get more leverage (mostly for shorts/beta). There's...
You can use the futures contract. Forex is dominated by the interbank market and OTC market makers. So much ignorance in this space. Global...
Yea. Think about it. You open a long position in USD on the contract. The USD gains 10% on the JPY and the index is unch. You are down 10% on...
Dude, if you go to https://www.cmegroup.com/education/featured-reports/nikkei-225-spread-opportunities.html and read about the quanto dollar...
Sorry to keep requoting you, really. I'm just trying to write simply because people might get confused. Please don't feel any need to respond...
No offence, but this isn't true. First, a foreign index future (example: NIY) represents an implicit long position in the currency of the...
Many are already overseas and sick of FATCA/FEIE reporting and compliance expenses. You've got it backwards. Expats want dual taxation done away...
I meant the notional value of the FX contract should equal your unlevered fx holdings.
You can trade the quanto future for Nikkei 225. The symbol is NKD (US dollar denominated). Generally speaking, you trade futures to hedge the...
They use stuff like divergence from VWAP, 25 delta RR, vol indices, basis spreads, stat arb, rate risk, fx risk etc. There are countless algos...
This is a picture of it, using thinkScript.[ATTACH]
I remember him saying he might buy ubisoft. My boy's not feeling that woke shit right now. I wish he would by the StarWars ip and then get the...
Size down.
It's because the options are being traded on the names with "excess returns" and those are all the high(est) beta names. The S&P 500 includes the...
What I do is use an indexation algo. All you need is a normalization script. You normalize the mag7 IVs, sum it up, and divide by 7. Then I...
I'm just surprised you don't have VWAP or implied vol as a check against your reads. What are you using as like "decision support" or whatever...
You should be paying attention to the mag7 vols.
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