Recent content by 76132

I plan to be crossing b/a, I just don't want to get filled on one leg and not the other.

Thanks as well

Thanks, I will take a look.

Hello, I am interested in executing a trade in multiple assets at once. Obviously what matters is the spread price between the assets and thus quick execution. What are the best ways to execute multiple trades at once (they get executed as close to each other as possible) on IB? Thanks!

So third party be vendors upload their algos to Vela or do you work for Vela? This world is getting smaller and smaller. I just had the craziest story, but not sure if it will give away my identity...

Wow talk about good luck. Just found a job posting that fits exactly what I am looking for and I have the exact skills for it. It's like a perfect match. And yes it's OMM. Things are looking up.

In the mean time, I have an interview for an "execution" trader at a decent mutual fund company. That's gotta be more dead end than anything else? As at the end of the day I don't get to make any decisions, take on risk, manage portfolio, etc...

Yeah I plan on trying again but I get so bored talking about what classes I'm taking, what's my background, who's a good professor, where do I live, standing around in a circle and nodding my head, conversations about nothing, etc... Even without networking, I've learned a lot in Bschool so it...

One of the schools around the Chicago area.

Yep realized that a bit too late. Originally went to bschool thinking to do something else, but couldn't find anything interest. I'm taking taking as many quant classes as possible. If I did it again I would have gone and done fin math. Tehcnically i can still quit since I'm only just over...

Good to know. I've never seen a VaR number so that makes sense. Only G/L on different vol curve scenarios and underlying moves.

I never said I'd ask what position limits are. On a per strike basis, generally won't exceed 2000 lots but even then, what does that matter. It's the Greeks, which I can give a range that I will operate in.

I guess what I am asking for is, given the information I have, aka position size, net liq balance, possibly VAR, how do I figure out how much capital I would need?

Hmm...given how hard it is to get a straight answer, maybe they won't even ask the question. I guess I imagined that trading, like any other business, has investors and requires a risk/return profile that makes sense. Because of that, I would guess the firm would like to know how much capital...