Do you believe that it can be profitable to trade a "system" build from rules found by data mining? Assume that everything (data preparation,...
Hi, I am considering building an AI web service that would help analyze trading data. It would be something similar to AzureAI / AutoML but...
Hi, I’m thinking on building a web service where you can import data, train artificial intelligence models, and later use these models...
Hi, I'm wondering what would brokers do in the following situation: - I sold ATM put - I bought ATM Call - I was assignment on the put, -100...
Here's what I'm trying to do: 1. Fill an array with artificial prices which daily changes are normally distributed. 2. Simulate one year of...
Hi, I'm wondering which broker should I choose: ToS or OptionsXpress. OX is more expesive but have been audited by deloitte. ToS doesn't say who...
I sell call 110 and buy call 150, same expiry. Is call 110 naked for margin purposes? Also, would I be able to do this with acc below 100k at IB?...
It's a bit silly, but I'm trying to foresee everything that can go wrong: 1. I own 100 shares XYZ 2. I write 1 ATM Call, with normal IV (~ 20 -...
Page 264 in 5th edition sarts with a table about no cost collars. Allegedly, at 30% IV at-the-money put cost about the same as OTM call 30% away...
I wonder if it makes any sense to simulate options' prices and back test trading system that way. Assuming I will hold positions for a long time...
I'm interested in paper trading options. I tried ToS but futures trading on demo account is enabled only for funded accounts. Any ideas?
I'm trying to compare effectiveness of simple moving average with low pass filter suggested by jcl. Code for his low pass filter: var...
I'm wondering what's your view on possibility that some values for parameters can be special? For example, you trade on hourly chart on 24h market...
What is the best option strategy to trade directionally long term? If I just buy an option I lose more in theta than gain in theta. If I buy ATM...
I'll be trading a trend following method. Daily bars, following markets: audusd, eurchf, eurgbp, eurjpy, eurusd, gbpjpy, gbpusd, usdcad, usdchf,...
Hi, I'm backtesting my strategy on last 40 years of data and was wondering about spread/commisions in the 70's and 80's. Can someone tell what...
Ok, I've spent 7 years learning how to trade. I've been trading 4 years with slightly bigger money so I know my psychology is not an issue. I'm...
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