Search results

  1. T

    What's the highest IV in the past? Why?

    1- I would have to look at the historical data. 2- Not sure that it would not violate some arbitrage relationships properties.
  2. T

    What's the highest IV in the past? Why?

    I think it was in october 1987. The smile appeared in DOTM options after that. Why? People where scared.
  3. T

    Goldman Sachs comes clean...they admit their code can manipulate markets...

    By Grant McCool Grant Mccool – Tue Jul 7, 2:38 pm ET Where you in vacation?
  4. T

    Pair Trading Strategy Journal

    If anyone of you is using cointegration, how far back to you look? I was thinking about a year.
  5. T

    Secret Hedge Fund formula?

    Empty
  6. T

    Pair Trading Strategy Journal

    Closed LPL:MOLX @ 0.90 from 0.93 for a small profit.
  7. T

    Opening Orders - 2009

    No fills.
  8. T

    Orders that are executed by a market maker

    Are you sure that they have to post liquidity all the time. I though it was almost all of the time.
  9. T

    free or paid software

    What software? Order entry, charting, scanner, backtesting, news?
  10. T

    Option videos in French?

    I speak français and I am not interested.
  11. T

    Writing US options on a Canadian listed stock

    Make sure you understand that you are not edged for the currency exchange. A stryke at 40 is 40 on the US priced stock, the ratio of one stock to the other fluctuate over time with the exchange rate (ie ABX:ABX.TO). So you may get exercised in the US when your price is not hit in Toronto. May...
  12. T

    Opening Orders - 2009

    4 fills, 1 long, 3 shorts, 4 winners, +0.06 average. Many could have been better, EXC. Good exit on HOT @ 19.48.
  13. T

    Will Google Chrome challenge Windows?

    In the 1920's they where viewing the world with a positive view. lol
  14. T

    Anxiety..................

    Close only a portion.
  15. T

    dykstra declared bankruptcy.

    I think he was making trading calls on options. There where adds on the street .com or he was actually on the street or something
  16. T

    Pair Trading Strategy Journal

    ¸ Walt, for the take profit you dont need to write code or any macro. Some simple formulas in Excel could do it. if you use the IB Excel API sample. For the trail it's another story because you need to keep in memory where is the trail. For that you need some visual basic code with a macro...
  17. T

    Pair Trading Strategy Journal

    New one: short LPL:MOLX @ 0.93 Passing/following: ENH:MRH, HSC:CRS, AES:FST.
  18. T

    Opening Orders - 2009

    Away today.
  19. T

    Goldman Sachs Trading Unit.....Interesting Developing Story

    Thanks, non English native here.
  20. T

    Goldman Sachs Trading Unit.....Interesting Developing Story

    Gold Anti-Trust Action Committee Inc WTF is that? Some layed off dude in his basement?
Back
Top