It's good to know IB's demo system isn't anything like it. I was hoping for that. What about fill? If I hit the bid or ask, would I be 90% like...
I'm about to start trading ES in real time for the first time. I have a question or two, since I've been practicing on IB's demo system and I...
Why is 0.56 good for trend following? What is the confidence level for futures? How did you establish the benchmark for what is trend following...
ttrader, Not that I disagree with you completely, but should by your assertion there exists a mechanical system that can win 90% of all trades?
Another thing to keep in mind that Hurst, like just about everything, is a lagging indicator. Even if the series is at 0.99999+, does that mean...
It's possible to use it as a method to screen for trend (which is rather incorrect.... one should really use the word "cycle" here). However,...
The H-Exponent does not work that way. It is simply an indication to see whether a time-series is random, that is, whether it exhibits the...
Margin is never a problem. It's just another way to saying cost basis. However, it seems that the only way to truely play the IV is to use...
Can't say I know what a fly is (or is it flies). Can you show me what the spread looks like? Thanks.
Short calendars are treated as naked options only when margins are concerned. They are not, however, the same as naked options. The idea is to...
That's right. Oops. I meant to say short calendar. But in anycase, a calendar spread has restrictions regarding the price of the underlying....
There are plenty of stocks each month with extremely high IVs. Some of these are biotech stocks or or stocks waiting on important news. Price is...
I wrote this software to analyze the effect of IV and spot price on a given spread position. I'm pretty sure my graphing is correct, but I...
Vulture, I am trying to understand what your strategy is trying to do. If I understand what you are writing correctly, do you mean to buy OEX...
Then wouldn't it make sense to long these utterly-distressed stocks a few days from their fall to grace? Afterall, people who are holding it...
Is there any way to get an end of day list of all trades (not minute by minute or second by second, but trade by trade) on a stock? The data...
Hey people. Like many people, I'm also working on order systems for IB using the DDE add on. I ran into two questions that I can't solve and...
I would suggest you try an LLC. If the state you are in has favorable laws (like NJ, Nevada), the threatment is much better and so is the paper...
Ha ha... I'll invest in the burger joint - need a place to take the girlfriend right? :D Anyway, this thread is turning into a thread on legal...
Another fact that I think all the aspiring money managers here should consider the law-suits attached to any financial operation. The cost of a...
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