For the API call (reqAccountUpdates) that I have problem, I am not sure it's just the Excel. I got a few Events and Methods (like reqMktData,...
Seems to me it's an ActiveX control.
I had a technical difficulty in IB's ActiveX API calls and asked for help. Here is what I got from IB tech support: "Unfortunately, we stopped...
I used DDE link before and is using ActiveX to get real time datafeed in my Excel spreadsheet. It's more stable than DDE link. The downside is you...
The CBOT is licensing LIFFE platform, which is actually better than the Eurex's technology. e.g. LIFFE's API can have up to 32 legs in order...
The position sizes for different time frame are likely different. I would think the shorter term trades is probably more likely bigger than the...
Just opened a FXGame account with Oanda. I like it. Will open a trading account and trade small once I get a feel. I only trade USD/JPY, for now.
You'll pay about $2100 to establish a long position of a September 960 put and 1015 call strangle. Assume volatility remains unchanged, my...
I'll be interested in a forum about macro/micro characteristics of our economy. Especially the yield curve. There is a long "Bond Futures" thread...
The long rates are going higher. That'll hurt both equity and debt market. Blame the federal deficit.
Natenberg's Option Volatility & Pricing is a classic. Mcmillan's Options As A Strategic Investment is another.
OEX is American style, and has more liquidity than SPX.
You are right. Many companies beat current quarterly earning and then cautious about future earnings, sort of "canceled" each other.
Exactly. The implied volatility is based on the option price which is determined by supply/demand. If someone's own research indicates the...
Selling naked calls works in a declining or sideways market. But only on index options where your upside risk is not unlimited.
Supply/demand of an option and therefore its price are determined by sellers and buyers' assessment of the underlying volatility during the period...
Using Binomial tree 40.651% volatility would gives us a Sep 20 call at price of 0.7. But the VIX is only around 20 these days, compare 40 during...
Have you looked OEX options? S&P100 has a much higher correlation with S&P 500 than NASDQ 100 has. OEX index is round 500 and one contract ($50k)...
And also Alan Lewis' book. I just wish I have more time for reading.
The problem of Black Scholes model with Employees' stock option mentioned in that article is quite different from what we have when used in...
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