Does anybody know what algorithm IB uses to calculate their model greeks ? The TWS shows a delta and a model delta. But how do they calculate this...
Nice idea, but it will not work in real markets. We´ve tested something same in the german markets DAX and BUND. Forget all Profit-Stops and...
I saw this thread today and tested the system on the swiss market. it performed quite well in the smi future although the volatility is quite...
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