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You will be able to sell naked options with almost any broker but if I'm reading your question right you're wondering what the requirement for portfolio margin (risk based margin) is. Not sure on the exact $$$ requirement but here's how I remember them. Interactive Brokers (100k which I...

akivak, congrats on your trade. Pls. keep us posted how your exit looks like. (as far as slippage goes). thx a bunch.

psychological is always involved but I'm not sure that's the sole reason. The longer term options are typically fine (and putting on a spx with feb/march would fill @ the mid price or close to it I'm sure). Look at the ones that expire this week. Let's say you somewhat nailed the short...

I would say I always had trouble exiting SPX trades, it just depends how "big" the trouble was and how much I've had to give up from the mid price. Conspiracy theory aside but I think this is exactly what I is happening (pit traders taking advantage of this due to higher risk on their end)...

I've never traded /ES options but I've traded quite a bit SPY and SPX (didn't matter if it was via TOS or via IB) Getting into a calendar in the SPX is easy, they usually filled right at the mid price. Getting out is a different story (at least my experience). I switched back to SPY (even...

One recently recalled a quote from James Cameron discussing the movie Avatar, which stated, "If you set your goals ridiculously high and it's a failure, you will fail above everyone else's successes." I don't care if the goal is 2 million, 4 or 8, I'm just looking forward to this thread, the...

I've 15 seconds candles (ohlc, no volume) for about 330 symbols (highly liquid etfs, liquid nasdaq 100, highly liquid nyse) for over a year (some back for over 2 years). Total over 250M quotes. PM me if you're interested or if you want to check which symbols are covered.

my personal experience has been that odd lots make a huge different (I auto-trade with IB) If you backtest with highly liquid stocks (> 10 mill shares/day) and you assume 2 cents slippage, you can double that slippage as soon as you introduce odd lots. That doesn't mean that you can't use...

Interactive Brokers I've been auto-trading with them for over 2 years. Cheap Commissions, big pool of stocks that are shortable. Don't count on their customer service if you need to have a quick response though.

Just trade October and take the rest of the year off ;-) AWESOME performance this week !!!

WTF!! Nice job Neke !!!! Take your wife out and celebrate this week !!!! Was that the biggest weekly gain ever? Congrats big boy !!

I figured. I've just never seen it on such a broad range of stocks at the very end of the day. I figured it's either a bad print, and/or a system glitch or the chinese are buying up all nasdaq equities ;)

Is this a bad after hrs quote on many nasdaq stocks today? e.g. intel, msft, grmn, qcom, vrtx, .... or did they all shoot up at 8 pm eastern time? http://dynamic.nasdaq.com/dynamic/afterhourma.stm Nasdaq/IB/TOS/Yahoo finance all report the same after hrs quote, but then again if Nasdaq...

Is there a screener that allows to screen based on nbr of trades vs. nbr of shares (volume).

I trade automated (mostly daytrade) via IB's API and for the most part I'm very happy with them. Sometimes when I buy cheap stock I end up with 3-4k shares. That's not working well with the commission model that IB has, so I'm looking if there's another direct access broker I can use to...

Why are you guys so bitter? Don't you think it's entirely possible that he just needed to focus on something bigger to get some motivation going again? I follow his blog, enjoy his posts, his struggles and the way he openly writes about them. He obviously wasn't in the zone the last couple...

Frostie, great journal !!! When you look at the 12 stocks you're trading, what's the lowest average volume (3m) and the typical average volume of these stocks? Does your strategy potentially execute trades from 9.30 - 4 eastern or do you limit the entry execution window to something like...

Frosty, good luck on your strategy. I'm trading automated as well but I went the other way (from equities to futures). Are you trading nasdaq only stocks? How are you getting filled on your odd lot shares? I had a hard time getting filled at my price on even the most liquid NYSE...

There's a MA Crossover thread in the same forum, so this one looks at the problem from a different angle Assume you've build an algorithm (e.g. genetic) to derive a MA crossover strategy that works well for USD/EUR USD/JPY and GOLD but the strategy works terrible for USD/CAD OIL and...

just sell a put spread. you'll end up with theta and vega working for you (rather than in a reverse cal spread, where time decay works against you). If the volatility crush happens, vega will get you a profit, if nothing happens at least you're benefitting from time decay. You also just have two...