You're right about Quandl - the futures data is fine for a quick visual to see where a market's been, but there are too many gaps to use it for...
Just because I've never quoted myself before :p, here's a table that shows relative leverage across full size, physical commodity contracts. The...
For the OP: This page shows the initial and maintenance margin for the full size and mini contracts at IB. You might also run a quick...
Sugar (SB) is about $20,000. Contract size is 112,000 lbs. That's the smallest that I can think of for a full size contract. Most of them...
I have no opinion on the stock, but I just finished re-reading "When Genius Failed" and that was one of the trades that blew up LTCM. To be more...
Spend too much time with that Fib/Golden Ratio stuff and you'll end up like Max in "Pi."
I thought that was some Atticus-like jargon, but nope, I went to the site and the guy actually sells old Playboys and T-shirts. I glanced at the...
You could try looking up Barclays and Deutsche Bank and their exchange traded commodity products (ETPs), which are divided into ETFs and ETNs. JO...
Maverick74 - I think forum/message board software designers figured out long ago that if you make the search function too good, the talking stops....
I think www.InvestExcel.net has something similar to what you're looking for. If it's not exactly what you want, toss the guy a few bucks and...
Nostalgia runs deep. That same guy (not Maverick74 ) posts pictures of traders and clerks entering and exiting the building, scarfing down...
Well, this isn't encouraging. In the attached image, the chart in the upper left is a time series of ATM IVs for particular option months. The...
Or, if you derived all the HVs, IVs and greeks on your own, and have rights (or could acquire rights) to resell the raw futures and options...
That sounds like a thorough test. I thought if you were just getting started, the results might be skewed by the price and vol moves in corn,...
The clearing broker for OptionsHouse and TradeMonster is APEX so if you're not happy with some aspects of policy, accounting and execution at one,...
I don't have a suggestion, but a question: Are you getting these types of results only in a relatively recent testing period (say Nov/Dec to...
I don't know who the greatest was, but I imagine some research house has figured it out. Two comments/questions about that 30% annualized figure:...
In the FWIW dept, Jared Woodard of Condor Options recently earned a PhD in Philosphy. As noted in a different post, his tiny CTA - Clinamen -...
I downloaded the most recent version of TWS and have been messing around with this new component. So far, I like it, it has a number of IV and...
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