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ever heard of timber hill? this thread is nonsense. i highly doubt you can name any pro firms doing this lights. pm or post them if you can.

firstly, again, thanks for the info. a few questions re: the above if you'll oblige me... so, with a conversion, there is only pin risk? i'm assuming when you say 'lucky to get it' you're referring to execution risk? you said ignoring dividends, let's assume they occur before a strike, will...

in reality, i do have a clear idea, hence my question. to answer yours: it's an arb.

ok, thanks for the reply. so, by collar, i'm assuming you mean long put/short call. the thing is, i'm looking to put this on hedged from the onset, not from the vantage point of protecting profits. the way i understand a collar to work, is after x run of your long stock you limit downside...

given long stock and a desire to remain cheaply and fully hedged for periods of a week or up to a year, what are the best heding strategies that are possible with options? the ideal, to be able to exit stock and options for small win, breakeven or very small loss after commissions.

outside of the exceptions i mentioned... yep. it's always first come fist serve if you're displayed. don't take my word for it though. every exchange out there has a rule book. they're worth a read. a little hunting around on the respective exchange websites can confirm as well... from arca...

um, just to let everyone know. chartman has been filling your heads with absolute garbage since the first page. he is one of the more coherent yet absolutely clueless people i've had the privelege to read here on ET. to clarify, electronic markets for us equities are price->time, PERIOD. the...

pr66067 has it right. it's a mid-point peg.

is this some kind of inside joke with the brights?

a firm where no one uses drugs. the one that goes with sluts. everyone. ... and now back to reality.

that's a great idea, since stocks never go down long term.

post the time, price, and symbol for this trade and i'll post the contra for you if you're interested.

while linux is definitely getting hyped here (not without good reason), the lse issues had less to do with os type vs incredibly idiotic architecture decisions. a quote from another article: those last two lines are golden. anyway, even just making a db change would have made a huge...

um yea, those prices are pretty damn inaccurate and have no basis in reality. i plugged in zip codes that i know have gotten killed... whaddya know, just peachy.

if you're actively trading US equities, there's very few reasons to be trading at IB... really, if you're actively trading much of anything. even though they attempted to capture some of that market-share with their semi-competitive (equities) commission structure, their infrastructure and tools...

most do.

highly efficient code. [B] no. i'm going to give you a reality check: if you have to ask these questions, you're not going to be playing the 'speed game' in the foreseeable future. i'd give you 2+ years out before you had anything resembling game speed-wise, which is being very generous.

SPY doesn't quote in half penny increments. so, your question is a little off. could there be midpoint pegs or broker internalizations going on that would cause a half penny print? yes. will these need to clear before hitting your round? not necessarily. due to the fragmentation of the...

yes, but only when you come over and blow me... don't be jealous though, none of my trader girls get to see my real screens... because that way i know they like me for me.

if you're a good programmer, have good design skills, and can manage a project, it's really not that crazy. the REAL work is design and quality control. quality control shouldn't be any different if working with a pro or a student. if i could teach a monkey to program, i'd use the monkey...