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Paper trade.

So you used market deltas footprint charting? Where it charts the t&s within the bars?

You're right, I conflated the DOM with T&S, but I guess my concerns are really with either. They are both involved with volume, but on short timeframes, there is no truly consistent volume.

It would seem with spoofing or otherwise, or the fact that at any moment either side could get taken out faster than you can blink, there's no real way to get useful information from this. It may seem like one side may be weaker, but the edge in that is not perceptible for humans, I'd think.

Never searched for that one, but I bet you could search for it in the Global Configurations.

Yeah, turn off "News" in Chart Parameters. Then set the timeframe to a bar-interval. The fixed/fractional time intervals "Today/5 Min" will show the empty space but the previous won't.

I'm trading 1 SPX Option with 1 ES to get my full straddle. I had to think about it for a second, but I see what you're saying with the gamma; it doesn't offset, long options are always positive gamma. Hm... In any case, I'll still probably stick to this strategy for my intraday trading, as...

Everybody's got a version of these, which if you don't know, is basically a candlestick with all of its constituent trades broken down and graphed by bid/ask/volume. MarketDelta,Sierra Charts, Jigsaw, Gomi... I have some coding experience, so I'm tempted to code one myself, but some of them...

https://www.wired.com/2016/03/teslas-electric-cars-might-not-green-think/ This article leans towards the carbon life-cycle of the EV being superior to the Gas one, although *possibly* more costly upfront. Regardless, though, the comparison is far from over, given that the EV ecosystem has a...

I don't know about other exchanges on IB, but why don't you just stick to limit orders buying at the ask or vice versa?

How many lots and how are you trading that you're that worried about slippage in ES?

Ah, yes, didn't think about this... A straddle offsets both delta and gamma. A synthetic straddle offsets delta, but not gamma. A synthetic position is therefore more responsive to moves in the underlying. Thanks. P.S. Found this for anyone who's interested...

I just listen to Bloomberg Radio.

Huh? It's a synthetic straddle, not a put; it starts neutral, has upside. 1 spx is 100$ to the index, es is 50$ to the index, so 1 spx option moves like 2 es options.

Yes; more specifically, I buy 1 SPX ATM and 1 ES, since 1 ES has half the exposure of 1 SPX. I see the advantage of liquidity, mainly.

I am using SPX and ES options.

Buying a Call and shorting vs. buying a Call and a Put. They're both delta neutral, but do they perform differently? Does the greater cash requirement from hedging offer some advantage?

This is essentially the idea of Bollinger bands; moving average and standard deviations. Read Mandelbrot's book on fractals in economics. We all know this in practice, but there is plenty of theory describing how Standard Deviations, Gaussian curves, are insufficient for the markets. "Working...

I import my IB data into Ninjatrader, which is free for just charting. I'm totally fine with IB's default data. I don't use DOM and I'm not trading fast enough to worry about tick data.

I mean, I read this bit, and of course I agree, but it begs the question of what are the means towards this? Restructure, how? What government policy do you imagine could influence the "worshipping" of private education and make all education equal if you don't want to subsidize? To combat...