TOS cannot change IV independently for each leg, only the entire position. I wrote them a suggestion to allow this, and they said they would put it on the list.
LOL. You guys were on the bus before I even thought to buy a ticket. Any improvement that you work out will move me up the food chain. I appreciate any effort made that won't cost me my first born. On second thought, take em all !
those are stats arbs of diff vols across the months and not a skew between diff strikes within the same month.
Can you arb vol diff's across months? That's new to me, but never mind. I expect splitting the months P/L won't be a problem. I'll find time to work on the code and post the results.
I'm trying to find an option software. I was using Option Station years ago. Was very expensive at the time. How does it compare to TOS (thinkorwim) option software.
Download the demo today. Nice software. Need to get used to it. Looking for somebody using OptionStation also. OptionStation and TradeStation complements each other. You can also backtest your trading system with it. Need to know if I can do the same with TOS.
This has been an interesting and helpful thread. That said, has anyone come across options-trading/strategy software that works on MacOSX? I've just started dabbling with the ToS product that I downloaded over the weekend, but curious what else might be available --- especially since I'm not a ToS customer.
IB TWS also runs on MAC. Check out their webinar first. They have quite an extensive collection of tutorial on video. http://www.interactivebrokers.com/en/general/education/ibSeminar.php?ib_entity=llc