It looks like it might go from 50% margin to something like 15% margin for stocks based on TIMS etc. Don't quote me on that!
Yes, that article seems to incorporate the "post-pilot" proposals and some of the resultant decisions i.e. it is probably more up to date than my...
If you have a look at some of the comments from IB on their feature poll e.g. number 1046:...
As per: http://msnbc.msn.com/id/15280129/ Some of you may know about the upcoming implementation of Porfolio Margin to replace the current...
Because I've read them ALL already! LOL. Want some new stuff to chew on :)
IV, don't you get tired of bashing the folks on the SPX credit spread thread LOL? Black swan risk is discussed regularly on that thread; they...
Thanks for that. I'll have to spend a little time dissecting the information you presented :)
How would you go about calculating fair value?
Yes, that is part of the non-transparency I was referring to. VIX spot calculation is straightforward and a direct derivative of SPX implied vols....
Is YouTube an example of survivorship bias? There are 50,000,000 smart guys doing other shiite that don't have YouTube success.
Okay, perhaps I've misunderstood. Have you realized a loss or are the positions still open? We are some 32 days from November expiration. A lot...
No offence, but asking if VIX tracked equity index vol is a little non-sensical if you are familiar with the VIX calculations :eek: Oh well. As...
VIX is derived from various SPX options - so yes, it tracks equity index implied vol well, if the equity index you are interested in is the SPX....
It just gets better. Wish there was more in the EW (End of month) variety too.
*rubbing eyes* I'm seeing, but I'm not believing. Could it be? Negative feedback about thinkorswim?!!! It's unheard of! It must be a...
Indeed, who knows? That's where www.momoneyscrystalball.com comes in :D Sure, I could miss an opportunity. I'm not risking any money by waiting...
Under the POSITION AND SIMULATED TRADES section, change: Single Symbol -> Portfolio, Beta Weighted. This plots a beta weighted risk profile for...
Yes, they are calendarized butterflies. In other circles (e.g. thinkorswim) they are known as straddle/strangle swaps. They are one particular...
Not good. Giving it a miss till after OPEX week.
If you're comfortable with time spread (calendar) behavior, diagonals could be something to look at for diversification purposes and will leverage...
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