So, I've been looking into a few things related to vol markets. [ATTACH] (Michael Kramer - Mott Capital Management) This guy is talking about the...
Let's say I'm hedging front month VIX with the next contract. What's the ratio, and what's the carry? It's based on vega or what?
I'm already using IBKR and it's API with Excel, and it's great. The only thing is that some data from NYSE isn't available. Does anybody have...
I'm getting sick of looking for software. Maybe some of you guys can help here. I need software that can chart any and all of the following......
So, guys I've been reading some of Desty's posts again. Bear with me -- trying to understand this kind of trade. So the skew is warped by the...
Problem: So I'm looking to get some data on rate vol, and the ICE BofA Move Index is behind a paywall. Potential Solutions: (1) Use model...
Apparently, I've been using this without even knowing about it. I did a bunch of indicator dev stuff a while ago, and while I found many useful...
Let's say I'm holding 100k in 6month t bills. The margin required is like $1000. Then let's say I buy 50k worth of SPY. I owe the full margin...
Can you chart a spread (or custom symbol) with this software? Examples 50 * ES - 5 * YM AAPL - SPY XLK - 3.5 * XLF 1000 * ZB
Can I use implied vol or implied move ( .85 * ATM straddle ) to calculate long/short ratios for stocks, ETFs, sector ETFs, etc.? Maybe with beta?...
This stock pays dividend in two days. Let's say my read is an earnings recession into Q2 and Q3. With all the hikes, the RE market has turned...
Duration ETF's have been absolutely devastated. If one had a plan to buy and hold (2-5 years) one of these funds like GOVZ, TMF, UBT, TLT, etc.,...
So, the put OI on ES ballooned going into the close on Friday. (vol crush) Buying far OTM puts with very near expiry is a bet on index vol right?...
Is there a relatively easy way to get streaming implied vol on a few names in the sample worksheet? (AAPL, AMZN, MSFT, GOOG, FB, etc.)...
Holy shit. Commissions and exchange fees? SPAN margin and cross margining against the full sized rate instruments? UB, ZB, ZN, etc... Will...
Trying to get the front month VIX futures API data steam. I'm getting data but it's not what TWS is showing for the VIX Sep16'20 instrument....
I finally figured out what Des has been trying to teach us. This guy is a genius. I said something that made him block/ignore my ET username so I...
[MEDIA] Anybody live near one of the hot spots? Care to comment?
So let's say I put tick charts all over my workstation. ES tick charts using 5 tick, 20 tick, 40 tick, all of it. Then I put indicators all...
Well, I've been doing some research again, and it's lead me back to the prime brokers (imagine that...) So, this thread isn't really about...
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