Thanks for the replies, but it's still murky. If I understand the below right, the VX futures are settled on the same VIX index that I'm seeing...
Question for you VIX futures traders out there: Right now (1pm ET on 1/13) I see spot VIX at 21.78 and January VIX futures (exp 1/17) at 23.45....
I'm not exiting OpenQuant, I am finding it decent and plan to continue to use it. It does a nice job of bridging the gap from backtesting ->...
I'm just switching to OpenQuant now (not fundamentals-based) and think it's good but NOT for what you're looking to do. The experience I've...
Please report back with your experiences on TradeLink. I'm very interested in how the learning curve is with it. I'm considering migrating my...
Here was the reply I got in PM from ids. Exactly answered my needs, maybe some others could benefit from the same. This applies only to short...
Certainly. I've PM'd you. Thanks for the help
rmorse, thanks for the link. Unfortunately I don't think it really addresses equities very well, more options focused naturally. I will...
Well then that raises another question. The margin seems to be not very portfolio aware. I could leverage 5.5x plain long, but if I went equally...
So, I've tried to post this on the IB forums but keep getting an HTTP 400 bad request message, so trying the good people of EliteTrader......
Thanks for the reply and your comments. I'm interested in anything you're able to share about what you've designed your custom tools to do. I...
Nope, 100% annualized across 365 days (you know you pay on the weekends, right?) is about $0.30 per day, per share. But for a 100 share lot,...
IB allowed shorting today (first day I've been able to get a borrow). I placed a (very) small short position and then looked at the indicative...
I'm wondering whether anyone uses - or knows of - an API based tool that allows you to monitor the quality of execution you're getting from IB....
File didn't attach
Attached is a sample of ~2000 bars of fundamental input, EMA(fundamental input), signal (just over/under vs. EMA) and closing price. My hold...
Your diagram in that other thread is spot on, and is exactly what I'm trying to quantify. I'm pretty confident that within my basket of potential...
Thanks for all the input & ideas. I'm looking for something that can be automated (for backtesting and scanner purposes) so I can't follow some...
I'm not a technical trader but am looking to incorporate some basic technical studies into a fundamentals-based strategy. I'm certain it's a...
Agreed with the above comment that VXX, even if a horrible way to trade VIX, is a good approximation of the continuous contract type strategy -...
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