Recent content by mo3pro

have a look at QuoteLink. Its main feature is handling data feeds such as IB or IQFeed, but it also lets you publish your own data using RTD. So communication between Excel instances is just one use case (as long as they are both on machines within your private network)

where are you guys getting these numbers? this pdf shows ES for non-members at $.75. what am i missing here? http://www.cmegroup.com/company/files/CME_Fee_Schedule.pdf

there's a lot of confusion in this thread of what 'long vol' means. OP was presumably asking about the decay of VIX etfs, which is exposure neither to implied vol nor realized vol, but the future expectations of implied vol (variance, technically speaking).

it's not due to 'theta' or the fact that vol exposure requires dynamic replication. it just stems from the upward sloping shape of the vol term structure which suggests vol of vol is structurally overpriced (in other words, long-run decay in vix etfs is not a theoretical requirement)

Human interaction is overrated until you're actually deprived of it. I'd consider myself an introvert. But after trading independently for >1 year, I find myself actually going out of my way to find social engagement. The problem is not just that you're self-employed, thus obviating all the...

After a strategy has been coded up, to what extent does human intervention come into play? I assume you have someone 'monitoring' the strategy during market hours to make sure nothing goes haywire, but is there a constant tweaking of parameters based on market conditions or the strategy's...

I also became an exchange member recently, and have a few related questions. I'll probably end up seeking professional advice, but I'd like to hear what ET thinks... 1. But what about S-Corps? Can't I trade in an S-Corp, pay myself a reasonable salary, and pass the remaining distribution...