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Thanks. How much is multicharts? And i did not understand viziblesoft what is doing: is it anotjer alternative to multicharts to open eld files?

I would like to learn Easy Language but I don't want to open a Tradestation account because there is an inactivity fee. Is there any other free platform or software which can be used to open an ELD file? Thanks

Exactly, I have this perception too from experience. How I can backtest this thesis? From your experience is true also the contrary: if price goes down this is the expected behaviour on commodity futures (i.e. contango), thus volatility should also move down. I ask this question because i am...

Thank you very much, so if i understood well, your thesis is that volume is more correlated with volatility and there is direct correlation. Thus, there is no correlation at all between price and volatility in your opinion either for stocks either for commodities? I ask this question because i...

Hi all, I always hear the fact that for stocks when price goes up volatility goes down, and vice versa. The VIX index seems to confirm this kind of inverse relation, being that VIX measures implicit volatility on options on SP500. For commodity futures, what is the relation that plays between...

Thanks, but i dont want to structure a trade, but to understand how it would work!

Hi guys, I am not based in US. From a legal point of view i understood there is no risk here. But let's take as theoretical exercise, since I don't have experience with long box strategy. At 30th Dec EOB I have a profit in my ptf of 5k$. At 31st Dec I open a long box on underlying U in the...

What is AUM? Let's say that for example I have 30 k$ of capital gain at 30th dec 2023. How could a trader create a "cost" of 30 k$ at 31st Dec with a long box (using broker IB) to offset the profit, which can be then "reversed" on 1st Jan 2024 creating a unrlz profit of 30 k$?

Hello, anyone is using a long box strategy to optimize taxes (by differing in time)? I would like to understand better how it would work. I have a intermediate knowledge on options. Thanks

Thanks. Did you wrote this?

Hi, I would like to ask if you can suggest some books to learn from scratch fundamentals about bonds and generally speaking fixed income. For instance, a book / manual which can be comparable to: - The Option Course by Fontanills - McMillan on options by Mc Millan - Option Volatility and...

Thanks, I will give a look to the website. Do you use it? If yes, are you satisfied with it?

Do you know if I have to purchase data and they do some "custom" backtesting or is there a ready tool to perform the backtests?

First of all, Thanks for taking time to answer me. Unfortunately, I don't have knowledge to use raw data to make backtest. For this I was looking for something ready.

Hi guys, I am looking for a software / platform which can support to backtest options strategies on futures, e.g. Live Cattle, Soybeans, etc. An example of strategy to backtest: - Each time that IV is considered high with some conditions, open a vertical spread at delta X on call, with expiry...

Thanks guys, I think to have found an answer with the site called Market Chamaleon, which hs no perfect data to answer to my question, but it enables both to evaluate historical pos/neg movements before and after earnings as well as evaluate for the last 12 earnings release what was the IV crush...

I will definitely try it. I found other service providers supporting Earnings historical analysis i.e. Optionslam, Market Chamaleon, Option Omega and Quantcha. Anyone using them?

Are you a user of orats? What do yout hink of it, do you know if there is a trial in order to see which data i can get in this way?

I dont' have the skills to program such things unofrtunately. For this, I wonder if i can find a service provider :) 20years or 10 years or event last 5years, the magnitude of the test period would not be a problem. The point is to find some service which for the same EPS/stock gives me the...

Thanks, i visited the website but it seems not evapuating two different iv (short term and long term) for the same eps release