Recent content by njrookie1

maybe he is justing waiting a few days to cap the upside exposure, say by buying the 40 wing

TT is better. CQG has the spread backward and not very user friendly. TT is more expensive tho.

TT and CQG can chart spread at 1c increment.

hedge ratio on the curve comes from variance/covariance process, which is a second moment effect. i feel hedge ratio is rather stable. what RM was talking about is the mean process, ie first moment. it is the directional view on a hedged basis. this can vary rather quickly depending on mkt...

sellingindexvol66, congrats for another great year and we all appreciate your contribution and motivation. i ended the year at about half of your cum %, same dd, and similar sharpe. that is the same as say i only have 1/2 of your gut as well. lol. hard to show a consolidated IB...

i think mac was talking about max DD being 5% range in the last two years. good job, max. impressive.

if only the CQG people would be willing to listen to traders to improve quoting mechanism for new products.

why not a calendar?

thank u all for the explanation. i will try to see whether i can figure out the occ calculator first.

thanks for the input. do u have a link to the occ calculator? njrookie

can anyone please educate me on how IB charges margins for portfolio margin account for call vertical spread? in particular, long dated single name or narrowly defined etf options. say I want to: long IBM jan 2015 call at 200 sell IBM jan 2015 call at 150 IBM is currently trading at...

he is teasing u :)

OP could have made a killing if not for all of us nay-sayers. RA's analogy to earning announcement nails it.

good call. 2nd spread also responded quite a bit.