Has anyone had experience with automating execution based on multi-timeframe filter signal generation?
gonna leave these open ended for time being, unleash the fury - poke holes in any vulnerability points/blind spots [ATTACH] [ATTACH] [ATTACH]...
Anyone else find it bewildering and inexplicable SPX intraday PnL fluctuation due to wide b/a spreads throwing off vols, skewing marks in the...
Questions: 1. A delta-neutral option portfolio has a position gamma of +300. If call options have a (percentage) delta of 0.58 and gamma of...
http://www.youtube.com/watch?v=BquDGE9KxZQ http://www.youtube.com/watch?v=cXy9HoWX0es
Market taker (customer) aggressively initiates buys/sells at market by lifting the offer/hitting the bid, paying bid/ask spread in case of...
Anyone use ATM strategies (a la Ninja Trader or TradeMaven, etc) to catch the short squeeze rallies such as the one on 5/1/09? Target/stop loss...
Fantasy football fans will like this one; Ticket with two games, Game 1 and Game 2. Game 1: teams A vs. B with 60/40 slant of team A being...
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