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ddunbar, nasdaq, Thanks a bunch. sincerely appreciate your constructive comments. You are right, the OCO could potentially screw by reversing the position in the case of a stop- out order, or doubling the number of contracts in the case of a stop-in order. As far as possible I'd like to...

Hi folks, thanks for the suggestions. Jimrockford- if you read my post correctly- I know there is solution to the problem and alluded to a vanilla stop order to guarantee execution. (Incidentally that trade ended up being profitable as I eventually got stopped into the market) My...

Today, at 3.30 pm Eastern time, I had placed a buy stop limit order for the Russell 2000 futures contracct. It was a buy stop limit order with stop price 709.50, and limit price 709.50. The market traded through my stops, at 3.36 pm, but IB failed to execute my stops. The Time and Sales...

Hi Kiwi_trader, I thought it was a rhetorical question. :) Anyway, I'd like to trade liquid non-us based contracts because the US counterparts sets the general market tone and I feel we can trade the excesses- or beta or whatever you want to call it of the non-US. More importantly (to...

Ids, if you don't allow for trading the aussie bond futures, why have it on your website and advertise them as though they were available to all of us. At least have the honesty to take it out of your website, and not promote them.. On the contrary to the other post, I'm actually...

Ids, When will IB let US residents trade KOSPI. It's been over a year that you were "planning" on adding this. May I add, IB does not allow trading of Australian bond futures (symbol XT). Apparently it has variable ticks or some such lame excuse..

You can do a simple arithmetic in excel spreadsheet. (cash and carry model) for example, I used the following- 3Month cash interest rate=4.8%, dividend=1.7%, and expiration of 2006June16, todays' russel FV=727.7. Of course you'd get different results if you used LIBOR, different...

Rosy, I'd like to get an idea on how to do this as well. Do you have some resources- articles on specific recommendation on entry and exit positions etc. Whenever I see discrepancy on spot prices, the futures appears quite stable and no room for arbs. Can I PM you on this?

Interesting video. Thanks for posting it, Equalizer. I'm amazed that Scholes continues to think the model is fundamentally sound.. Frankly, it is a matter of time that the academic finance community will acknowledge that the Black-Scholes model for pricing options is fundamentally flawed...

so annoying to watch right wing lunatic- Mr. kudlow rant about how great economy is or how low inflation is. I long for the day when there is a dedicated bear market channel, and employees are given incentive stock- put option grants.. EOM.