If AUD yes, but the long leg could be ZAR or MexPeo etc, so probably stayed in cash
I am a IBKR "pro" user and say I wanna trade standard FX carry, such AUDJPY, NZDJPY, ZARJPY, US$100k notional each pair. How can a tiny retail guy...
Right, the PL (short side) comes predominantly from mean-reverting moves (gyrations). Regarding convexity, how I see it is they are linear between...
Whatever, I don't get paid a premium to hold long or short, so there is no theta and so no gamma. Let's not talk greeks. They are delta1 products.
Your right. It is not gamma. I am confused. If held in balance, at any point in time, they hold 2-3x the underlying index, which is delta1, so...
If I am short both TQQQ(+3x) and SQQQ (-3x). To rebalance, I always buy the leg that appreciated; if QQQ goes down, I have to buy SQQQ (ie short...
I am referring to the curvature:[IMG]
That is why I call them trend-following (buy higher, sell lower), but whether such rebalancing benefits or hurts depends on the trend. When your...
I permanently relocated to England and am having difficulty finding a job as I have been told repeatedly no local experience, not enough relevant...
How I see it is shorting both TQQQ & SQQQ is like short straddle, so short gamma, so the long side must have long gamma. The gamma you refer to...
Not sure if your reference to gamma is accurate here as they are long convexity by trading with the market (trend following).
I understand that leveraged or reverse ETFs need daily rebalancing to replicate the promised reference return and achieve target exposures,...
So your saying the necessary EWrapper class includes many unnecessary abstract methods, so concrete subclasses are forced to implement many...
Wrappers can only sugercoat the original IBKR APIs, so can only make its use easier, not add functionality. So my confusion is, what is so...
Virtual functions refer to Abstract methods in super classes? Can you share your C# Github for reference? I use Java, C# codes are more or less...
Do you have anything written in Java or Python on Github?
I still don't get why are wrappers useful? Is it just to aggregate the interface for IBKR code modifications (ie. function signatures)? Does IBKR...
I see there are 3rd party wrappers such as ib_insync etc to simplify the IBKR API usage. What is difficult about the APIs such that wrappers are...
Can someone share the code (Java, Python) for downloading historical data from IBKR.
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