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I want to build an application that will do the following: It is started with a price to purchase a combo. Ie, the user inputs that I want to purchase on a combo at 1.00. If the trade goes off enter a sell order at the average cost of the postion(s) + XX cents. Also enter an order to...

I have tried running TWS on my Macbook. TWS seems to freeze and become unresponsive. I don't see how I can get anything but Apple's version of Java. I am running OS X with 8gb of memory. Any ideas on what I can try?

I am willing to spend $1,000 per month betting on a black swan. My thoughts were to purchase SP500 puts (ES). But then I got stuck. Do I purchase a few puts that are close to the money? Do I purchase puts that are many months out? It seems that Taleb purchased options for between .05...

Although it is a physical delivery product IB may not treat it that way. IB has something called special close out rules. My bet is that would apply to this product. Exchange specs and IB specs can be very different. If unsure I would offset your trade and not let something funky happen...

Anyone know how to launch multiple instances of TWS on a MAC? When I click on the TWS app in the application folder it just opens the existing account. I cant figure out how to open multiple accounts. Thanks in advance. David

I have an automated trading application that is written in java. The program runs by clicking on a shortcut which contains parameters that are passed to to the program. In the example below it fires up the program called monkey trader and connects to port 7501 in TWS. The other info...

I will shoot them an email and see if they can help. Thanks for the lead.

IB has a limit to call up the market depths of 3 options at a time. This is true of TWS use or through their API. I am building an automated trading system that trades options on futures and having a limit of 3 is a real bummer. Are the services out there that would allow me to be looking...

Dmo, Great video. I am still trying to figure out if there are models out there that will calculate a 'fair' price for a particular vix option given the users assumptions about the future. If you were buying or selling an option on an equity or futures you could input your view of future...

Could you explain what is a synthetic future? (combos) Thanks David

That books comes with a CD that has this in an excel spreadsheet. David

Some other poster has the link up. Here is how in detail: http://www.interactivebrokers.com/en/software/tws/usersguidebook/configuretws/attached_orders_defaults.htm

It is Saturday so I cant fire up TWS to tell you exactly but I believe you can do what you want. You need to enable trailing stops first. Then you simply use the attach function to your limit order. Is this case you are going to attach a trailing stop. If you go to the help menu and...

Is there some formula or adjustment that can be made to 'convert' ATM implied vol to out of the money implied? That is if implied ATM is 20% then a call 10% higher should have an implied of X%? Basically accounting for the vol smile. BTW: Is vol smile the same thing as skew? Thanks...

I am trying to calculate 'fair value' using the BSM on the ES. I get it that we don't have all the inputs. We have to guess at the vol. I have seen some people suggest that if you are trading an option that has 60 days to expiration you could use the last 60 days vol as a possible input...

If I understand the CBOE website the value of the futures contract will eventually equal a weighted average of vol for the 30 days preceding the futures expiration. (Hope I am saying that correctly.) So if you traded an option that was 3 months out and the ultimate value of that option was...

It has been my experience that if anything there was a small edge with IB. Most of the time I have gotten fills at the same price but if there was a difference it was always to the advantage of IB. David

Is buying and selling Vix options pure speculation? Are there any tools that would help determine some sort of 'fair value.' Thanks in advance, David

Is there a 'study' in IB charts that can show me when the VIX has moved by two standard deviations? Thanks in advance for any ideas. David

Think or Swim does not offer them. You can trade them easily in IB.