SPX Credit Spread Trader

Discussion in 'Journals' started by El OchoCinco, May 17, 2005.

  1. I kind of became a self-sufficient trader. I use Tradestation charts, my own technical analysis combinations, listen to free medai (CNBC/Bloomberg/MarketWatch) and apply my own experience.

    Just as vital, are the discussions and shared analysis I find here at ET on this thread. Open discussions lets you learn from others and see how they see the market. Your ability to agree or disagree with the viewpoints expressed help shape your own viewpoint and make you a better trader.
     
    #9751     Aug 30, 2006
  2. I would like to add that LEARNING about options what helped me the most was optiontradingcoach and optionclub on yahoo because that helped me to find the tools...books, broker without which I could never have achieved success. ET has helped as coach says to sharing/comparing thoughts and idea
     
    #9752     Aug 30, 2006
  3. Arbitrage in the options markets is a limited game. The U.S. options markets are among the first in the world to try to figure out how to eliminate arbitage, and therefore this form of price competition between them. All U.S. options exchanges trade the same options and all these options are fungible between exchanges. And, there's pprobably not a single academic paper which describes arbitrage as unhealthy. So arbitrageurs, with those lightning fills at the click of the mouse button rule the roost, right? Not so fast. The exchanges turned off the instant fills in arbitrage situations, and promised a "manual" fill in the pit. Only the fills never come, and the orders are merely discarded! All you guys at a national exchange should take a lesson, and copy what has been done here. Competition can be eliminated, even if it might be illegal to do so. Not filling disseminated quotes is against the SEC Firm Quote Rule, but you may forget, all these exchanges are Self-Regulatory Organizations (SRO's as they are called). Option-floor based SRO's do not list violations for price-fading to traders, even though these fades have flown like water through a fire house for at least 5 years! The SEC has also been managed out of existance. The SEC certainly knows about these issues (SEC report below), but the SEC now meets, and talks with the exchanges, arbitrageurs need not apply! Period. End of story.

    There is a lawsuit about this called Last Atlantis Capital v. Chicago Board Options Exchange (CBOE), or something similar, but part of it's been thrown out. How to profit? Become a remote market-maker. It's becoming easier (and maybe cheaper). You can trade from your home. All option exchanges now have these programs. It's much easier being the "house". You can also bust trades you don't like, after you've actually traded them. In today's environment you've gotta go with being the "house", especially when you can move your regulator to the sidelines.

    http://www.thememoryhole.org/corp/finance/sec_amex_report.htm
     
    #9753     Aug 30, 2006
  4. iprph90

    iprph90


    with so many traders/investors having the "information edge" nowadays as opposed to traders of say the nineties and before, has anyone concluded that perhaps we are going to see tighter (spx) markets (rangebound) for many years to come? [not including black swan event]
     
    #9754     Aug 30, 2006
  5. The irony of the whole situation lies in the fact that the SEC unintentionally created the current market regime which allows and encourages the proliferation of many of these "upstairs" shops vis-a-vis payments for order flow. Which is discussed at length here:

    http://www.law.harvard.edu/faculty/...1.pdf#search="payment for order flow harvard"

    and here:

    http://www.law.harvard.edu/faculty/...orderflow.pdf#search="payment for order flow"

    The bottom line is arbitrageurs have to put a roof over their families heads and food on their plates just like every body else. The exchanges don't like it, but that's what happens with increased regulation and pressure for price improvement mechanisms that were put into place.
     
    #9755     Aug 30, 2006
  6. Gday Coach, Looks like it could be your big payday today. Fingers crossed. Hope i didnt jinx ya :D
     
    #9756     Aug 31, 2006
  7. rsflint

    rsflint

    Has anybody heard about new pending CBOE rules requiring double margin for Iron Condors???

    I heard OX will soon be requiring margin for both legs of an Iron Condor, not just one. They are issuing margin calls, however not enforcing yet.

    So if you had funds in your account to cover your spreads, extra funds would be locked, up to the double margin requirement. :mad:
     
    #9757     Aug 31, 2006
  8. ryank

    ryank

    Not sure I understand, how would CBOE know if I have an Iron Condor or not? My broker would, but CBOE wouldn't know which account holds what contracts would they?
     
    #9758     Aug 31, 2006
  9. rsflint

    rsflint

    not saying that CBOE would know, just that they are regulating the brokers, and yes agreed-- your broker would know, not CBOE.
     
    #9759     Aug 31, 2006
  10. burrben

    burrben

    Where did you hear this?

     
    #9760     Aug 31, 2006