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@bone thanks. This is super insightful. You certainly know your spreads.

Thanks @bone . My strategy would be just to buy long dated FF, short the 30 and sit on it for a year or two.

@globalarbtrader Yes, your definition is accurate. My bad. @Kevin Schmit Thanks for your insight, calculation and perspective. @maxinger Thanks for sharing your charts.

Thanks @maxinger Thinking the ratio needs to flip Maybe something like 4ZQ:1ZB Reasoning is ZB is much higher beta

*calculating the ratio of ZQ long to ZB short.

By "balancing" I mean calculating how the ratio of ZQ long to ZB short.

Hi All. Rate traders, how would you go about balancing a steepening yield curve trade long ZQ short ZB?

Thanks for the response. Are you a programmer?

@patrickrooney @guru Thanks, super helpful. Can the user set the limit price of the second part of bracket order as percentage of the first fill? (As opposed to a fixed increment above or below the fill?)

Thanks

Thanks. I’m looking to buy the option at best possible price associated with the 9:30 opening print of the underlying stock. A limit order could make sense, but it also risks missing the trade.

Thanks. For most OCO orders where the contingent (secondary) order is a limit order, the limit price must be set ahead of time no? Not dynamically set once the first order is filled?

Etrade does not accept opening Market or Stop on Quote option orders are during non-market hours or within the first three minutes of market open unless the option has already traded. The firm says that its policy is intended to protect account holders against illiquid markets and unexpected...

Anyone know if it is possible in IB or any platform to create conditional orders where limit price of a secondary order are set based on the fill of a market order executed earlier? For example, if market order A fills at at price X, then automatically order B with a limit price of Y, based on...

Pretty sure there are options value calculators available on the web that will show you that. So you might search google. If you are searching for the actual equation that produces the numbers, somebody else is better suited to help you.

After doing some research over the weekend, I don't think this trade's time has come. Maybe it happens, but wouldn't overly position a portfolio for it yet. I'll share my thoughts over the week and trades if there's interest.

Is your question this: are the premiums for currency calls and puts of a similar expiration date symmetrically priced across equal deltas from a single strike price? If so, I imagine the answer is no. A Sep 29 put on the QQQ that is 10 OTM costs about 3X what the Sep 29 call that is 10 OTM...

You clearly have a point of view that isn't going to change. Even when faced with data that disproves it, you've shown unwillingness to let it go.

My reasoning/guess is that as the value of equities rises, more margin debt becomes available. And the reverse happens when equity values decline.

The picture you're displaying suggests that margin debt is primarily a function of equity prices, not interest rates. Margin debt is far more correlated with equity prices than bond prices. If equity prices increase as they have, it would make sense that margin debt increases as well. Margin...