Recent content by weij

No, you can't assume that. You can't use days after 3/31 to justify the order rejection on 3/24.

Thanks a lot! Any result?

How is the API comparing IB?

any recommendations?

Here are the positions last weekend after option expiry. the last two columns are my calculation for the 6.5% price down scenario. It is a bit complicated. A simplified version is it contains net 3k stock, -23 calls, 24 puts. Financial Instrument Holdings Orig Price Projected Price PnL...

IB claimed that my portfolio on TSLA would have loss when TSLA price dropped by 6.5%. Based on that they rejected my order to buy TSLA. I disagree and I think dropping price should bring me huge profit instead and my risk is on the up side. I asked them yesterday to give me more evidence. They...

did you try to increase mem allocation? it helps me a lot

I got reply from IB. They claimed there would be big loss if TSLA price down with vol up, and NVDA price up with vol down, which are contrary from my view. I'm still trying to get more information from them. In the mean while, is it legal that I post our conversation here?

TSLA & NVDA

now both stock goes up but the bearish one goes up much more than the bullish one and i still cant do anything to lower the delta. no reply on my web tickets either. any way to draw their attention or complain?

yes, trying to guess what is inside a black box. At least they should disclose in what scenario there would be the projected loss that justified the high margin requirement. They can provide such information by answer my web ticket -- as long as it is answered by the right agent -- not all...

What is TOS? and PM?

I only used Adaptive and I like it. How to use MIDPRICE?

I didn't expect such would happen.You have better recommendations? And I tried to understand the rules behind so later I can better work with them.

Y2D +9.12% Margin Ratio prev EOD 75.45% Margin Ratio Open 107.34% (after expiry) Delta 0.04% Theta 0.44% Vega 0.96% Stess Test PnL (prev) 255.1% 115.8% 22.7% 39.4% 139.0% 257.1% VAR -0.7% (I just realized the most recent available stress test report is for the previous day. ) Today I got margin...