Hi Matt What is the update connecting to IBKR? Is it similar to Tradier?
Great! So I can do the normalised risk reversal which is (25D Put.IV-25D Call.IV )/ATM.IV ... this is the one they use in LiveVol
Hi Matt Can you create indicators and chart them in ORATS? I'm wanting a 25 delta normalized risk reversal (skew), and to chart normalized risk...
Looking forward to this. Keep us updated
"Short P/L" ... so this is selling the straddle ...
Live Vol? https://www.livevol.com/online-market-scanning-and-analysis-software/
I believe you can’t do options spreads with AMP
The thread was about congratulating Alex Jacobson, but then you changed the topic of the thread to your own ends to abuse another member. This is...
What's your drawdowns like, both with and without your hedge for the 120DTE 1-1-2?
Would this work with IBKR or is their cutoff at 4pm?
Nice work! Are these hedged hedged delta neutral or deltas halved?
What about just buying Spy when the vix curve is fully in contango, and exit otherwise. You can check this at vixcentral. com.
I'm switching my daytrading from SPX/XSP/SPY etc, to Euro products as the market hours fit better: 1. and I'm wondering if there's an ETF similar...
I’ll give you a shortcut, but you need to google how to find EM (expected move) for 30 days: SD=EM/0.8 (approx)
Yes that's the optioncreator.com and I never trust it. Just use anything else and you'll get a better result
No as I need to sleep as I’m from Sydney, but Spy/Spx flys are easy to leg for free on the open
Welcome back Sigma. I think that if you’re successfully using his previous stuff then you should be doing ok anyway. I’ve got his pitchforks with...
You mentioned SPX. It doesn't matter about the margin benefits if if the prices Tasty gives you take away all your edge. In the end it wasn't...
Tasty gives very bad and slow fills for SPX and VIX, and when I switched to IB the difference was like night and day. Trading other options was...
Is there any symbol for 10 day historical volatility, or do I have to calculate it? In which case, how do I list the last 50 or so days of daily...
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