Not the specific trades, just dividends, interest, original issue discount, miscellaneous income, etc
I was referring to the segregation of securities trades and options trade on the statement the brokerage sends. It specifically states...
The trades only come in as supplemental...?
Is it difficult to locate shares for shorting? If you do short these is it expected to be called shortly after? thx
http://institutions.interactivebrokers.com/en/software/pdfhighlights/PDF-Pro_Advisor_Account.php?ib_entity=inst
I read somewhere on ET that big quant shops use up to 19 factors for entering trades. Does anyone know what those consist of besides the obvious:...
It's a matter of cost. It's cheaper to hedge (even if it's not a perfect hedge) XOM with CVX than to pay premium on options. For your savings...
I suggest you interview brokers and then take their comments completely out of context to suit the theme you're looking for.
anything that isn't in your textbooks
You shouldn't have to pay too much for it, as data is practically free. You will need a feed, like IB or ToS, and an API. You can set indicators...
There are several pools http://en.wikipedia.org/wiki/Dark_pools_of_liquidity
Did short ICE, long CME hit any radars? Looks like a nice opportunity.
Most of the stuff I'm reading on stat arb (super late to the game haha) talks about the importance of cointegration...seems to be more important...
I certainly am green in this space. Thanks for your thoughts and potential roadblocks. cheers
after searching a bit, I found this gem http://www.futuresindustry.org/downloads/Audio/Companion/Three-812.pdf
If I want to long ES, short YM (after looking at several factors) and don't want to expose myself to more than X contracts, what is the best way...
sorry for the noob comments, but I'm assuming rth is regular trading hours? Also, software may become a concern due to the slow pace of the...
I'm on now and most b/a size is between 10-40, but occasionally I'll see an ask size of 1000+... whoa
Good to know. Like I said, I was lucky and probably don't want to go up against the sophisticated guys. I don't even trade futures on a regular...
Small guys like me or what? I was on IB last night at 10pm PST just checking out what the futures were doing and decided to through some offers...
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