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Do you have a reference to the capabilities of the HVT function, and/or related functions? I'm still contemplating buying BBG, and access to quality data like this would be a good motivating factor.

Hi there, Does anyone know of a resource where I can pull up historical implied vol (and hopefully realized volatility) for the major Eurex futures products? Euro Stoxx 50 is the main one I'm thinking of, of course. All the databases/resources I use currently only has data for US futures...

Send emails to random people, offering them a cut of profits if you can wire funds to their bank account. All you need is their account information.

I mean, how would we know? It really depends on the nature of the two distributions and why it exists. I'd suggest that, rather than just buying/selling (and holding)... you should turn this into a delta-hedging exercise. Hedge your long/short positions in each instrument at the implied...

Not sure what you're asking here. If you're just looking to maximize delta, why wouldn't you just buy the underlying...? What are you looking to do with the DITM option instead?

What's the scenario here exactly? One asset with different instruments, and different distributions in each? I.e., gold ETF versus gold futures... or something similar? You'd certainly be right about arbitrage if you knew the realized volatility of one instrument class was substantially...

I'm trying right now. And also, if an instrument isn't being quoted right now... that's one thing. Happens all the time. But TWS doesn't even let me add/find the instrument.

IB support got back to my ticket, and said it's because these options aren't approved for trading by US residents. I'm not sure what that's about. For one thing, their own website says that it is: http://www.ibinstitutions.com/en/trading/eligibleProducts.php For a second... why is my...

Yes, that's what I did. No options.

Do you have a reference to the exact language about this? I'm just curious if this is an exchange thing, or regulatory thing...

I think this is a very good question. I wonder if anyone has done research on IV for any instruments as it increased trading hours. I suspect too it would lower volatility, but probably not too significant of an effect... liquidity in overnight trading sessions is very questionable.

Hi, Any thoughts why IB doesn't seem to have options on Euro STOXX 50...? I have no problems pulling up options for the STOXX 50 futures (STX), which appears to have no actual volume. The EURO STOXX 50 futures, where the volume is, doesn't show any associated options.

Just curious how others feel about this. My fund is denominated in USD. If I begin trading instruments denominated in the EUR (like Eurex DJ STOXX), should I worry about the implicit currency risk? More specifically, will my *investors* (lets assume institutional) care about the currency...

The first question is, does Bright back traders up to $20 mil? And is that regardless of what you're trading and holding overnight? In addition to equities... Fx, futures, options, debt foreign and domestic?

I think any statement of "fairness" doesn't belong in conversations like this. It's a trade, period. If you have someone else ready to give you up to $20 mm with 10x1 leverage with no other conditions, then take it. (I question whether Bright et al backs traders that large, and whether...

Please see: http://www.nfa.futures.org/NFA-faqs/compliance-faqs/cta-disclosure-documents/what-are-notional-funds.HTML And: http://www.nfa.futures.org/news/newsComment.asp?ArticleID=306 NFA's proposal is based on the premise that all similarly traded accounts should have the same ROR...

Stok, I don't want to advertise here, but I will send you a PM. Thanks.

Ha, yes you are. I didn't think I'd get this quality of response from the thread... a lot of very thoughtful answers. I'm also glad Maverick74 knew enough of your firm to give his personal endorsement. And I think you add to your reputation by showing up here as well, broken record and all...

Yea, I'm not aware of primes less than $5 mil. Mini-primes will probably work with you as low as $1 mm. $600k sounds too low, unless you're trading very high frequency.

Actually, I believe research has shown that selling ATM straddles has significant alpha over the years. Someone must have a link to those numbers. That said, a single 2008-2009 crisis throws those numbers out the door. In other words, if you want these as a hedge.... Expect to lose much...