Again my concern is not about margin or leverage. I have plenty of that to play with for my risk tolerance. I usually follow the 1% kelly rule...
I agree I am making the trade too complex. The difficulty is not about neutralizing greek risks. Locally you can use 4 options to totally...
Lots of good information here. It is going to take me a bit more time to absorb. I will write more later. I want to write about my plan in longer...
I am exploring new opportunities. I have a decent size account (>>100K) and am making money with other strategies. Even 10 or 20 bps a day is...
How to trade the direction of vertical skew if you can predict the direction of skew movement? Let us use SPY for example. Say today imp vol...
Future contracts respect support / resistance / channels. So it is better to trade futures for direction of the market. Options allow you to trade...
You can use options to trade the directions of: 1. underlying; 2. vol of underlying; 3. spread of vol. It gives you more dimensions to bet...
But TOS is much more expensive in terms of commission though? Any other decent option brokers?
I do not know about future options. Definitely for equity options.
Lightspeed, for example, does not charge this fee.
Why it seems IB is the only firm charging it? I want to place limit order, but also want to be able to cancel the order when underlying moves...
Gekko, are you still interested in sharing your stories and experiences? njrookie
I am enjoying your writing actually. Good market intuition is self-evident. No need to post records to convince anyone. I am reading it like "Pit...
Great to get you back. Love to participate in your thread. njrookie
A good model in my mind should be adaptive to market environment (automatically detecting regimes of trending vs. range markets; quickly re-tuning...
Sounds very interesting. Especially interested in how to apply ML to quantitative forecasting. I played with SVM, ECM, PCA, VAR, Bayesian DLM etc,...
I do a bunch of pairs and have two comments: 1. quantify your edge (based on historical convergence of pairs or your P/L when trading them...
IB CS is not always the most helpful bunch.
I disgree with the argument that IRA cannot be PMed since it has contribution limit. IB's PM monitors your account in real time and can always...
I am thinking of doing a ROTH IRA conversion and trade from it. However I need PM to trade stocks since I carry a lot over night for swing...
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