I include 0-1DTEs in my daily prayers - they're a veritable money mint
can you share your chart optics?
Eliminate noise from your charts to display clear trend inception/continuation/reversal inflection points, crystal clear signals, asymmetric R:Rw...
TDA hookup through NT only enables equities, futures can only be streamed via NT real time live brokerage acct. FX accessibke through other...
Does hooking up NT w/ TDA enable access to equities w/o having to pay NT's data exchange data feeds?
gonna leave these open ended for time being, unleash the fury - poke holes in any vulnerability points/blind spots [ATTACH] [ATTACH] [ATTACH]...
Those who can't teach - teach PhysEd
FlexTrade (Derivix), FT Options, Imagine, SpiderRock is your answer
You gotsta track vol of your particular strike/tenor @ entry & throughout trade life cycle, attributing/decomposing by greeks PnL - (delta...
The nuance is whether RH had notification/auto-exercise procedures as per or above and beyond official exchange & OCC protocol. Comments on YT...
and yet for the indoctrinated/initiated, options are a godsend best thing since sliced bread
what PnL driver are you trying to isolate - direction, decay or vol? Know your greeks PnL attribution - that will tell you which sensitivity...
How'd it end up working out?
stylized example [ATTACH][ATTACH] [ATTACH][ATTACH][ATTACH]
am on EST NYC time, am just streaming raw TOS IV data via RTD XL links, here's a comparison of two vol surfaces raw TOS vs parameterized Dumas...
am working w/ a couple coders/devs who have full-time server pumping in TD API data bypassing Excel altogether, storing it in SQL/PostgresDB and...
this is just regular run of the mill avg day, non-event IV phenomena.. my main point is that w/o greeks PnL attribution it's difficult to isolate...
here're some screenshots from the toolbox.. [ATTACH] [ATTACH] [ATTACH] [ATTACH] [ATTACH] [ATTACH]
Anyone else find it bewildering and inexplicable SPX intraday PnL fluctuation due to wide b/a spreads throwing off vols, skewing marks in the...
Why are moving avgs ctossed out up top?
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