I have a TradeStation FuturesPlus (aka CityTrader white label) account. Being able to build and place user-defined exchange traded option spreads...
Jusy fyi Cunningham does not charge my account for options that expire worthless. It may be negotiable though - I do recall it happened once and...
One thing I was thinking of was a web service that offered automated futures option analysis, greeks, etc. initially on an end-of-day basis. I...
Those are really great ideas and I do not see why they should not be possible - thanks so much!
Oh I see you have already done a lot then. I think the profiler will help though. Usually a few small methods account for a huge percent of the...
I have written some extensions for CTS T4 and also IB's API for my own use in trading. I am not going to market those, but am wondering about...
I suspect that you just need to re-architect your design within Java. It should be possible to combine many of your loops etc. by refactoring...
Thanks! I agree there could be possibilities. They would, however, take a lot of time on my part. First I want to see if I can discover some...
Thanks!
Thanks for your comments. I am testing with a range of deltas both ATM and OTM (from 50 to 1). I am also testing spreads like 10-5 vertical...
There were certainly some huge moves in the grains along the way, for example in summer 2012 and earlier in the year in 2013. Quite often the...
I currently parse the original data from several sources (mainly public or subscription web and ftp sites including the CME) in C# code and...
It is over the last 3 and a quarter years of fully detailed daily closes of all months and strikes (of grain options in this case). (I will very...
Thanks I do plan on back testing with delta bands - it is just a matter of the programming time. I will also look further into the feasibility...
I have been back-testing an option premium selling strategy on some agricultural commodity futures options (to start with), with and without...
Yes futures gains are taxed favorably at 60% long-term 40% short-term capital gains rates when done *outside* a tax-deferred plan. So really it...
The IRS makes it vague because the whole issue is up in the air, there is no guidance in the statutes, and court decisions are all over the place....
Yes - when you distribute funds from the plan (at retirement normally, or earlier if distributed earlier). It will be ordinary income at that...
Foreigners are taxed only on Fixed, Determinable, Annual or Periodical Income (“FDAP”) from U.S. Sources. Tax at a 30% (or lower...
See http://www.bankrate.com/finance/taxes/capital-gain-tax-nonresident-investors.aspx "If you were in the United States for less than 183 days...
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