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  1. Robert Morse

    Data Source for Stocks

    We offer Realtick, a trading platfrom for Equities, Options and Futures, which has great charts. For equites, you can choose a 1 minute time frames for a max of 250 days using any start date up to 5 years ago...
  2. Robert Morse

    Karen the Supertrader speaking at tastytrade ‘s Geeks on Parade

    Well Sweet Bobby, I'm not a troll and never attack anyone here. All I can say is, have you read these. After reading these, would you invest family money with HOPE ADVISORS, LLC or any company that would hire her? https://www.sec.gov/litigation/admin/2018/34-84198.pdf...
  3. Robert Morse

    2-Year Note Futures Tick to Be Reduced by Half, Effective Jan 13

    I would think a MM would prefer wider tick sizes. I know I would if I were an automated MM.
  4. Robert Morse

    Data Source for Stocks

    Are you looking to view 1 minute time frames on a chart going back 5 year or just the data?
  5. Robert Morse

    Karen the Supertrader speaking at tastytrade ‘s Geeks on Parade

    How do you know? Do you have a recent tear sheet?
  6. Robert Morse

    Implied volatility for stocks

    No excel link in LVX yet, but you can view Vol history. https://www.lightspeed.com/trading-platforms/livevol-x/
  7. Robert Morse

    Clarification regarding Depth Of Market trading.

    There is an old tape readers saying that the market gravitates to size. I think the old thinking was that if the market is not fading those large offers, the buyers are more aggressive and not showing bid. I honestly think that today there is very little value for most traders with DOM as many...
  8. Robert Morse

    ¿best language & platform to automate options trading with ib's api?

    So what will your code do if your mid-market order does not get filled?
  9. Robert Morse

    IBKR Smart route and order fills.

    Have you tried the option SMART route. I think he was asking about options. The advantage of the equity smart route is you do not have to find which ECN has liquidity, it will do that for you and will save on take costs. I can't tell you which is "better" or "faster".
  10. Robert Morse

    Question about vertical call spread

    For options on futures where it is an american option, the only difference is there is little incentive for an early assignment and if you do get assigned, the margin difference between a DITM option and a future is nominal.
  11. Robert Morse

    ¿best language & platform to automate options trading with ib's api?

    It just seems from your description, IMO, automationing the execution is overkill and not increasing your odd of success. I would focus more on the process behind the buy/sell/close signal and automated just that. Then, when you get that buy/sell/close signal, quickly view current markets and...
  12. Robert Morse

    ¿best language & platform to automate options trading with ib's api?

    rtw, I find that those that program love to automate even if manual trading will get better results. Equities and futures are easy to automated because of their market structure. Options are not. Options markets can randomly change in both value and width. How will you determine the price you...
  13. Robert Morse

    ¿best language & platform to automate options trading with ib's api?

    Have you been able to develop an option strategy that is profitable without automation?
  14. Robert Morse

    Question about vertical call spread

    I agree. If I were to buy a 5 point vertical for 2.00, and it was trading around $4.90 - $5.00, it might often makes sense to close and move on.
  15. Robert Morse

    Question about vertical call spread

    Yes it can and does happen. The result might be a margin issue for you for one day until you can unwind the stock position. It is more likely to happen in stocks that are very hard to borrow or threshold stocks or with a Dividend that the long call wants to capture, as they find more value in...
  16. Robert Morse

    Are hedge funds' reported performance before fees or after fees?

    MattZ is correct. The Standard if after management and incentive fees. Some Hedge funds have more than one tier so they typically say on their tear sheet and disclosure documents. In this case, the number "1" is explained in great detail lower down including T-bill hurdles, High Water Marks...
  17. Robert Morse

    How to hedge call side on Strangle?

    IMO, this does not work well. The traders that said they wants to own AAPL at 200, then 180, then 160 etc, said that when the stock was 220, but the world has changed. They always exit either at the low or end up holding the positions for a long time using up cash that could have been used for...
  18. Robert Morse

    IBKR Smart route and order fills.

    Maybe it would be safer to start with a 2/-4/2 fly with a spread, which typically has a small delta. Then buy the 1/-1 vertical to achieve the 3/-5/2 FLY when it lines up. Just a thought.
  19. Robert Morse

    IBKR Smart route and order fills.

    I'm not sure how that works or what protection that offer from getting legged. We either offer single legs or spreads. No system for spreading orders out over exchanges with protection. I do not see how a broker can do that and leave your order on each exchange.
  20. Robert Morse

    How to hedge call side on Strangle?

    To be blunt, you do not sound like you are prepared to trade naked options. My suggestion would be to spend Monday closing the positions and move on to safer strategies for a while. Not only do you have little experiance with these, but you are doing this in the most volatile market since 2008...
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