Nope. Nothing else really comes to mind! Looking at DEC though for a bit more VEGA exposure. Pricing some backspreads and calendars.
Hmmm...VIX at 10.81. Is going long VEGA at this juncture a high probability prospect? Is it possible to leverage this high probability and...
VIX to ZERO!
Yep. Totally nuts. They reported on Thursday before expiration earlier in the year too. Could go for some long OTM lottery tickets Thursday PM....
Discussed here amongst others: http://www.elitetrader.com/vb/showthread.php?s=&threadid=70707 Also, somewhere on this thread I posted some...
Does Ensign have Market Profile? I believe that was central to the OPs requirements. Alternatively, this might fit the bill: Investor/RT...
Cache, Wonder if you're following Tom Preston@thinkorswim's MonkeyBrains blog His experiment to pit long SPY vs. SPX Iron Condors is...
I know, I was just teasing :D Though, there was a good probability that the opening gap yesterday was going to be faded which could have provided...
Bring on round 8. Lucky I didn't give up my seats.
Wonder if you caught that dip? :) Finally, VIX has headed lower, within a hair's breadth of breaking into the 10s. Is this a sign that finally,...
Totally FUBAR'ed :D C'est la vie.
Oh boy, a consecutive top call blown in the space of a week :eek: Should have given yourself wiggle room of about 50 handles. Cue Thorn and...
http://www.elitetrader.com/vb/showthread.php?s=&threadid=74111
That looks like an excellent custom implementation. JFreecharts? How is that holding up for realtime data feeds? Probably OT.
Sign me up! Don't forget, in order to make your religion credible, you'll need to have some kind of vision whereby a squirrel creature imparts...
AFAIK, submitting orders via text file with just TWS is not possible. There are (inexpensive) order management tools that accept text files and...
Well spotted. So the solution is to write the appropriate strike in December e.g. 1395 instead: -1 OCT EW 1385 +2 NOV EW 1385 -1 DEC EW 1395...
That graph looks fine to me :confused: The EW calendar fly is a bit further out in time and a bit closer to the money than the SPX calendar fly...
If you're trading spreads, there will be two or more legs that make up the spread. A vertical has two legs (a short leg and a long leg) A...
Well, he said this...Mark 16:15-16: "Go into all the world and preach the good news to all creation. Whoever believes and is baptized will be...
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