Recent content by CactusWren

I'm looking to trade 3-month (SR3) vs 10yr (ZN) but need to calculate the spread ratio (https://www.cmegroup.com/trading/interest-rates/intercommodity-spread.html) any tips on doing that?

Yeah, I was just trying to come up with a way to 're-use' the surface interpolation and just search for the value like earth_imperator was suggesting. Might be worth comparing the two strategies if you need to be efficient with CPU not a dick move at all, thanks

using 2 splines is probably "close enough", especially for options near the money in your example you expect 0.5 delta strike to ~equal the underlying price right? I like the idea of just using the BS formula like earth_imperator suggested, it's just that you'd have to have a vol surface to...

I think Powell is going for the flaccid* Volker technique of causing a recession to get inflation under control https://www.federalreservehistory.org/essays/recession-of-1981-82 *flaccid because he's speaking with a forked tongue ("The economy is great!") while afaik Volker was much more up...

Going to be hard to find that for $50, but back when I was on a shoestring this company was reasonable https://www.activetick.com/PricingMarketFeed.aspx I have no idea if this module still works, but should make it simpler to get your data out of ActiveTick...

I've used the site to cash EE bonds successfully, it was a bit of a pain because the bonds were paper and had to get them certified(?) at a financial institution also remember it's compounded interest, with the interest earned added to the principal twice a year: So, I wouldn't touch it...

Coinbase (an exchange) isn't Bitcoin (a technology) I'm not shilling anything though, I've just seen multiple people mistake problems with exchanges as problems with BTC. As you've pointed out, there can be problems with fees during high network usage (though currently around $1.20). Other...

I could see that if I didn't trade less liquid futures/futures options, a lot of the time (like natural gas) the spread can be ~$1K and you can get an HFT to fill you between the MM's spread most of the time. I'll have to search around for TWS vids sometime, thanks

Thank you so much :banghead: :D

Is there an IB rep on this forum? I'm extremely frustrated with the platform being "HELPFUL" and changing my order price or quantity when I switch from BUY to SELL, or the opposite It's completely unnecessary and if IB isn't running an MM operation anymore they shouldn't be profiting on...

if you don't mind tying up a bit more capital, buy calls in Sept or further and just sell them when you're back home. The further you go out in time / moneyness the less "rent" you'll be paying over the vacation time

Spreads happen, but I don't enter trades with spreads in mind, I mostly: 1. Buy protective puts against BTC hodlings (rarely speculate with long calls) 2. Rarely manually watch relative IV and take the other side of dislocations in the surface -- mostly just proving ideas to myself... ...and...

I know this isn't your question, but I trade BTC (rarely ETH) vol here: https://derivs.ftx.us/

Just crossed the spread TWICE this morning, I much prefer to have my buy orders automatically change to the BID price so I can walk the order across the spread manually, is there a setting for this? I'm not used to this platform yet and I sometimes "go out of order", by setting my price then...