Recent content by silexx

As fyi to the op, Silexx Obsidian is now available at IB, so you can trade your account at IB and utilize IB's order routing for both IB's internal spread book (guaranteed spreads) and exchange native spread books. Disclaimer: As you can probably judge by my handle, I do work for Silexx

From experience, I'm pretty sure they will issue a warning/fine for this behavior and I do support their decision in doing so. You said that your algo would benefit other market participants but that's just not true, when push comes to shove, I'm pretty sure you will not be able to absorb...

under PM the margin requirements should actually be significantly less, as she's trading broad based indices (+6/-8), so her PM margin to that strangle would be closer to $3600

I can come close to saturating the link to other destinations or my NY4 facility just fine - bottleneck are the speedtest servers

This is out of staten island - it's actually a 1Gbps pipe to the internet

Are you using Google Chrome by any chance? We have noticed on several occasions that in certain instances, DDE will not work if Google Chrome is running. Somehow Chrome's inter-process communication interferes with DDE.

IB offers VPN and extranet connectivity for which you would not have to have the gateway client running.

Correct, by default Obsidian uses IV in the delta hedging module. However, we implemented a skew module a little while ago that will allow you to set your own skew curve and apply it globally throughout the platform: http://www.silexx.com/obsidian/manual/volatility-skew I also know of a...