Recent content by djhemlig

No that is just part of it. The B&S formula relies on a number of big assumptions. The "No arbitrage" assumption is complex and implies things that I don't consider to be very realistic. Every time you use the B&S formula, you're using those assumptions. I doubt there are many practical...

I'm learning about IB as I want to start trading some index futures (eurostoxx50, s&p500 and my local omxs30) but I don't understand the post above. Don't you have to use TWS to enter orders? How is it done if not with TWS? But thanks for the warning about using the IB data. Any other...