Recent content by bb123

I didn't find the method / formula used by Interactive Brokers on their site that they use to calculate the implied volatility and greeks for american options (particularly interested in futures options), and also other assumptions like interest rate. Would anyone know what they use?

I have some very basic questions. I trade futures and options on futures on CME and have been using IB as my broker. I have had a decent performance for a while (Sharpe of 2.8 etc.), but transaction costs is a critical element of my strategy, and reducing that can help my realized performance...