Sure, bid=0.65 ask=0.75
If I was in your shoes I would close the entire position, as I think we might get a fast snap-back in the SP. Take your profit and be happy.
Have you considered buying index futures (putting aside 100% margin) and just rolling them. It will create a tax event yearly but in an increasing...
Not sure I understand what you mean exactly. I know that the market is probably not open now but earlier today (I am in Europe) I was also unable...
Hi, I need to sell some options on UK stocks. Unfortunately I seem to be unable to do so on my IB account even though permissions are...
It would be preferable just to have one swap. However as long as I can estimate the total costs over 10 years it is not a deal-breaker if a number...
Hello, I need to find a good way to swap a margin loan with floating interest rate into a fixed rate loan – if possible 10 years fixed. I have...
Interesting. Do you happen to know where I can find information about priority on the CBOE website? It seems to be different from product to...
Sure, anytime!
I do that all the time and can confirm that odd lots will be filled at the official MOC or MOO price.
The newest version of the IB Gateway for UNIX is currently 939.4b, so we have been asked to upgrade to a version that is not yet ready for...
Hmm, ok that might explain it. What strikes me is that the order was accepted, so I assumed that it would meet the standards for participation....
It would be really great to have en exception for OPG orders as well. I quite often find it useful to direct an opening order to a specific...
Hi, I run some algos with the need to participate in the NYSE opening auction. Sometimes an odd lot slips in and I have noticed that I do not...
Hi, It would be interesting to see the results for February 1st also? Do you mind posting those? Also, can you tell more regarding the...
Hi Ant, Interesting stuff. My (test) system took long positions in: CLF @ 35.66 GLW @ 12.14 HPQ @ 15.88 SEE @ 17.88 BTU @ 25.36 VRSN @...
Which metric are you using to determen which stocks get out of range? I am testing a system that seems quite similar to your xbar, but we often...
Hi AntTrader, Thank for your journal! Being a quant myself and having backtested/worked on a system very similar to xbar I have been reviewing...
Hi Guys, Thank you for all your help the last days. I have read the paper several times and after working a bit with it finally understand...
I have just calculated the implied volatility on all components of the DJIA and the index itself. According to my calculations the implied...
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