Recent content by Pelagos

Thank you for getting me started.

Yes, I am familiar.

No please help

Yes, my problem falls into the definition of interpolation. I have live Osaka data, here is a quote from 11:30 local time. January 15750 call price is 395 January 15750 put price is 465 Expires on February 13th, 2014. What is most important is that I derive a price consistently from...

I'm looking to trade the Nikkei 225. My trading system requires me to use weekly option data as part of a solution. Unfortunately the Nikkie options only trade as monthlies. I need a formula that can correctly derive what the weekly price should be from monthly data at any given time, not just...

Ninja trader says they do not support options data. Options and their continuous relationship to their underlying security form the basis of our trading system.

Looking to avoid the code writing learning curve. May have no choice.

We have been testing in real time for four years. Our data feed is through our IB account. We have not purchased historical data because we have not worked out the graphing problem. Either the graphing solution will inform the data format selection or vice versa.

I need to create a 3D matrix showing my trade entry and exit parameters in the x/y axis and profit/loss in the z axis all driven by historical data. The catch is it needs to be programmed to mirror our trading system. Can anyone recommend a graphing software company that can take historical...

I know selling time has given me an edge or, at times has helped to offset losses in my system. The collected time premium is part of a larger more complex strategy though.

I can't disclose what I am doing but can say I am a net seller and hold my positions an average of 2.2 days. My system makes all decisions, 2.2 is just the average the market gives me. My margin per trade is high so if assignment happens it is not a problem. I unwind my positions with plenty...

You are right and then some. I've been trading SPY options for 30 months using a trading system and enjoy a risk reward of 1:2.1 and a 74% win rate. It is possible. Good luck

Cactiman: Thank you for writing what needed writing despite being off topic. The war you wrote about was three generations ago so its not surprising its facts are lost to most contemporary people. Many find it easy to pick on Greece today. How any of them are students of history? As far...