I use IB, and that is one of the approaches I considered. But at the time, I was trading fully automated, and I also considering having multiple...
ES futures and ES options have the same notional value, same risk and margin requirement. Futures options margin are determined by SPAN rules and...
I was noodling this idea a while back. With changes in technology, I believe it would be technically possible to manage individual accounts at...
The SPX options are European style (no early exercise) and cash-settled. They're technically securities, but are taxed like futures. I seem to...
It took 24 pages, but finally we have a sensible comment. At the start of the thread, there was a mad scramble to be first to declare the story...
Years ago I thought I might want to manage money, so I registered as a CTA. I had a track record and a trading style, but wasn't really clear on...
From the viewpoint of offering "retail" size investments, there are a couple problems that I think account for shortage of offerings. I am...
I was under the impression that not much retail investing in CTAs takes place. Can you tell us more about it. Are they running pools? What are...
The FiOS line comes into the optical network terminator (ONT), which as you said is usually in the garage. I had FiOS with Verizon in Portland at...
If you're talking about capital productivity, alternative investments, and what is possible, I suppose the most important number would be return...
"Frequency" as it has been used here is confusing. There are two ways to increase the number of contracts traded: increase the number of setups...
IB data subscriptions update about every 300 milliseconds, except for a couple stock index futures which update about every 100 msec. I hear a...
Yes, I currently trade options on futures. I think futures are easier than stocks, and I like the leverage and favorable tax treatment. For...
I just tried it with edemo/demouser, and it works for me. I ran this test program: C:\Jts\TestActiveXClient_VC\Release\client3.exe
Quite the contrary. I am selling volatility market neutral. I tried options on ES and quit that after getting whacked last December. I am more...
There have always been discrepancies among the various statements I get from IB. If the amounts are small (e.g. a few dollars), I use the numbers...
I spent a lot of time and effort trying to find a way to profitably day trade the ES, and always came up empty-handed. But unlike many ETers, I...
Try "ECBOT" for exchange. In general, what works in the TWS usually works in the API too.
I didn't do a formal study, but I concluded from experience that the ES is so efficiently priced that no stop placement is any better than any...
I don't open option trades on expiration day, because I believe I have better plays. But I agree with Twinsen that in general there are no...
Separate names with a comma.