Interactive Brokers’ Hedge Fund Marketplace is provided free of charge to all Hedge Funds who use IB as their principal Prime Broker, have at...
For ETFs IB also use Garman-Klass simple moving average calculator that takes into consideration high/low/open/close values for the past 30 days.
IB use 20-day exponentially weighted moving average calculation for futures historical volatilities. For stocks IB use GarmanKlass simple moving...
Does anyone know how Interactive Brokers calculate historical volatility? The result is quite different from Bloomberg.
I found the solution, which is to choose:run TWS using Java WebStart
With the latest TWS update, I cannot have a paper trading TWS and a real TWS open simultaneously as I could before. Has anyone experienced the...
BUNT
http://www.cnbc.com/id/102605761
BLV?
I will try to ask for IB's best effort VWAP versus guaranteed VWAP tracking error and post it here, if they provide it. I guess there should be...
Thank you. Then it would be IB's best effort VWAP, because with the 0.017 cents per share exchange fee plus normal commission for the guaranteed...
The planned midday auction on NYSE would be much welcomed.
I actually justed checked pricing on guaranteed VWAP at the same time you were writing this comment. I'm sorry I didn't do that before posting....
Thank you, I cannot predict market sentiment - others might succeed at that. I - like you - believe that MOC will result in better execution on...
Ok, thank you. If you are using IB, do you use guaranteed VWAP or IB best efforts lower cost VWAP?
Has anyone tested IB VWAP versus MOC? The positions that I need to unwind generate no return during the day. I just need to unwind the positions...
I did not realize there was a short sale restriction in effect on the stock in the heat of the battle.
Here is the answer from NYSE : "The NYSE indicated that because there was a short sale restriction, your order became a Limit-On-Close with a...
I am covering this in real time ;-)
Ib is now calling NYSE to find out why they did not execute the order.
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