Just as example I did ES spot about 3900, sell put at 3635 buy protective put at 3500 with 19 dte. IB profile shows 99% for max profit about 500,...
IB specifically says: "By regulation, brokers may not allow clients to purchase mutual funds on margin. However, once purchased and held as...
Ran tests from 2005-present using daily historical data. Initially I used the Excel solver with a max drawdown setting of 20% and then 15%,...
So I pulled bars for the last 1239 whole trading days at a 1-minute resolution. For each of the 390 minutes in the regular session, I looked at...
I did not see a desk for this on the site and the people I've called at IB don't seem to know either.
The most obvious is to short the stock. However, for stocks with high dividends over the period, while the futures contract may be dividend...
For example, can a US based LLC create a UK account and trade UK derivatives products that regular US based retail traders cannot? Are there any...
Taking NLY as an example that has MMs (many listed products don't appear to, about 75% of those I checked, even high cap + liquid) - NLY December,...
For deep ITM put options on a high div yield stock: field=13 iv=0.160 delta=-0.9988 optPrice=7.52 gamma=0.00193 vega=0.00067 theta=0.00111...
Trying to reach the $110k mark for IB's portfolio margin. Strategy is fully hedged (no directional risk) and would yield at least 50% return on...
- What is the required annual profitability (relative to capital used) needed to be considered for prop trading? - What leverage is typically...
I am constantly taking the time value column that it does have (at the bid) and adding half the spread to get the actual time value at the mid,...
Current blended rate on a $2 million position is about 2.7%. Not sure why no other brokers seem to be willing or able to compete with this. Has...
When I first encountered a positive model theta in IB, I thought there must be some mistake - theta is always negative right? I looked all around...
I found out in the risk navigator (IB) you can do Settings -> Reference Margin Type -> PMRGN which appears to put it into portfolio margin mode. I...
I usually do dividend capture by buying MOC then selling at limit, but the problem is that IB cancels orders that I've placed beforehand due to...
Separate names with a comma.