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I don't like C2 as a platform (I've one of my systems published there - I feel like they're overcharging and a lot of the features are missing). I love C2 as a client to follow other people's trades/systems - it does all the work for me - from calculating DD to auditing to visualizing the...

Why would you go through this effort and not pick something from c2?

Also on commissions. btw - this doesn't have to be all in one account - if you have multiple accounts that are all linked to you/your entity this applies as well.

That’s what would make sense but that’s now how many brokers think. At td your are only qualified by size. Same at Schwab. At ib it is mostly by volume but >1m also gets you lower rates even with only a couple small trades a day. At least that’s my experience

What I trade is usually liquid. My backtests assume I buy the ask and sell the bid (most stocks I trade have a penny wide spread). Then I overlay the IB commission structure on top. The way my algos execute is when they submit the order they assume they get filled, if they don't they cancel the...

I like your thinking - however keep in mind that the learning curve may be much steeper and quote availability for backtesting is very limited. Let's say you find an algo that on average loses 20 cents per trade. On top of that you have 2 cents for the spread plus commissions. You reverse the...

The liquidity problem still exists - not so much that you may move the price - not a lot of traders on here actually have that type of size - but how/where you get filled. Depending on what you plan on trading (e.g. stocks vs. options vs. forex ...) the bid/ask widens a lot and you don't get any...

Didn't even try to sell me the data - my guess is the entry level is 100k+ Also I don't think they would offer a sample to see how valuable it is - we didn't get that far in the discussion ;)

I tried to get access to the alternative quandl data (I have two other subscriptions with them) but could not -its for institutions only (probably has a good price tag and possibly some decent alpha).

IB has a max concurrent pull of 100. Meaning you can be streaming 100 quotes at a time - however if you need more you can stop (cancel) the stream on the 100 and get quotes for another 100. I scan over several hundred symbols over a minute by keeping the 20-30 most interesting in streaming mode...

I use a service called https://vpsdime.com/ 15$/month gives you 4 vcpus, 12GB memory and 60GB disk. It is very reliable - have not had any issues in over 2 years with it

IB and TOS/TD both required 100% margin on XIV on Monday during regular trading hours (and after hrs). I've PM on both accounts but even with portfolio margin you didn't get any leverage - which to be honest saved my butt/accounts. Still lost a small 6figure amount but it could have been much worse.

Actually I'm not sure YOU do understand it. Like everyone said (knows) you'll make the same profit/have the same risk selling the 87.5 puts. You may get a better fill but for sure you'll pay less in commission. You "capturing" the dividend is a pipe dream - I know you're sold on this dividend...

If and Could support great arguments. Without that wishful thinking the return it's still just 1%. Good luck on your trade though - seems like it's a great strategy. Let me try your thinking as well. If it moves 5 bucks up from current price it could make 8% - hmm probably shouldn't have limited...

lol - you're funny - that's the same math - difference is that you're using 2:1 regT margin (leverage) and you're assuming the rest of the "totalearnings" comes from your capGains. Assuming you don't have a crystal ball that told you the stock goes up and it just stays exactly where it is your...

Not going to burst your bubble - but how again do you get to 7% in 4 weeks? The margin for the trade (unleveraged) is based on your stock - since the call is covered there's no margin for the call. The stock margin is 500*86.8ish - so about 43k4 Assuming GPC doesn't go up or down and the calls...

I think the problem is consistency rather than the approach. I would have no problem fading a strategy if this turns a negative expectancy into a positive one - the problem is finding a strategy that is consistently bad so that after reversing it and adding slippage/commissions you'll end up...

if you want to automate that (e.g. auto-populate a google spreadsheet) - TD also offers a API to pull this data periodically for free.

Do you trade via IB? If so do you have a US based account? I had serious issues with IB in the past (6 or 7 years ago) when I was traveling to Europe for vacation and my TWS was launched on a European ip address tied to my US account - IB is close to the only game in town for a lot of my trading...

Server is fully configured. Had a little curve ball when yahoo changed their datafeed - this impacted a lot of my automation since everything was one way or another based on daily stock data. That feed is now fully migrated over to IB (with all the challenges that come with it). I've added more...