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why are you switching from marex?

hmmmmm let's just simplify it... the vol curve moves, the spread between 1m and 9m moves... If front end vol looks expensive, I can sell it. Whether I sell 10 lots of the 50 deltas hedged with futures or sell 20 lots of the 25 deltas hedged with futures depends on the skew but i will be short...

i think you are saying the following long a call spread in the back end ( 1 by 1) when front month vols rally, take the short upside strike of the call spread and roll it forward via a ratio diagnol this may work for gold but not for other markets, also need to take transaction costs into...

I don't know how SLE calculated the rtvega..tbh.....I can't figure out his numbers or I am doing them wrong....I have experience but would not consider myself an expert options trader as there are limitations on my math. Let's wait for SLE to respond. I thought the calculation for rtvega when...

Well in fairness to your point, if you are market making your job is to provide liquidity and you make a bid/ask in which your edge will be execution and timing to risk manage these positions. So it is not uncommon for market makers to have contrarian positions acting as a liquidity provider to...

Rob, if you've made $ with that strategy, well done! But i still feel you are missing point. Allow me to illustrate. On the option calculator, you will see the vega on the 9m is 3x higher at .35$ vs .12$ in the 1m. So while the while Implied volatilility moves are smaller in the back end, for...

Rob, right so in Gold (Im not sure about GLD, perse) being long front end and short back end is also being short black swann, tail, event risk and this is how ones blows up on very big moves Let's agree that each time series are path dependent options, as if to say the behavior of one option...

There has been a lot good things said so far but I want to chime in here as Ive traded cross asset volatility before The assumption that front end vol moves faster than back end vol is not a universal truth, it depends on the 1.) asset bias and vol skew 2.) positioning 3.) the nature of the...

CaptainObv.....did you see the pictures, they look happy bc of 33 million reasons.

ok tks, will keep my eye out

Jason, also, can you add bracket orders on custom spreads? Some of the other top end auto-spreaders have them...I know there is a way to do it in ADL but this is probably too time consuming

fair enough, response is appreciated. I'm slowly getting used to the new platform, i think it is also a matter of breaking habit. there are other advantages that the new platform has over the old xtrader which influenced my decision to switch, but i won't go into them as the forum may think...

Jason as a follow up to the above comment, I understand why having the windows may be an advantage in certain setups but any chance in the future you will be able to remove the widgets from the windows to allow for ultimate screen flexibility?

i have to say, i like the xtrader desk top version better bc of its professional sheen and the fact the widget/objects are not confined to windows which allows a trader better usage of screen space. however, the differences are marginal. utlimately, i've chosen to move over to TT nex gen bc of...

failing stop

hmmm, if he elects to treat his foreign entity has a single member LLC and not a corporation, then the company comes back to the individual. then it is considered a disregarded entity and not an FCC...i think all he would have to do is file a schedule C on his personal tax return on which he...

if you are trying to arb audusd and nzdusd vs the aud/nzd pair...forget it...no chance

you get more leverage with with an cash broker than with a futures broker

go to a broker, fxcm or IB you can trade aud/nzd just fine with either

i have seen this model before, there are pros and cons....i am currently working on an fx strategy and was contemplating whether to keep it proprietary or opening up to outside investors if profitable after going live... the thing is, lets say they allocate 1mm USD...with a max notional...