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43yo - great work, nice increase in volume yesterday too, all the best.

thanks, but i think what you are mentioning has been a feature of TWS for some time, i believe this feature will simply connect once to bring up the status webpage - what i mean is that as of today, i have an ongoing connection that remains open throughout the day, initiated by javaw.exe to...

as of today, i have noticed a new remote tcp connection to 206.106.137.3 (host name www.interactivebrokers.com), in addition to the typical regular connections to gw1.ibllc.com (as i understand, account server) and mktgw1.ibllc.com (as i understand, market data server) - does anyone know what...

hi riskarb - i am curious about your choice of the strike - the 17 / 17.250 / 17.500 strikes all have ~24% implieds - the 17000 strike has (slightly) greater vega and theta than the 17.500 - i am guessing that you chose 17.5 because it's lower delta / less hedging required, at least initially? thx.

which software/broker produces this screen? thx

riskarb - tough trades in the dax, but you have a solid plan and management - i look fwd to following some more trades in the other markets - all the best.

===> 1.Placed a No touch (I loss if hits 5760) bet 5760 for 30d , 1.2m to win 2m. IV - the first barrier was struck at 5650, not 5760 - so both were hit.

i'd side with the tone here - especially given that i got their Communique by email over this past weekend - contains the usual highlights of all the great things they are introducing, yet no mention of this fee change - then immediately after the weekend during the regular trading hours comes...

ok thx IV, nice work on this trade.

hi IV_Trader - great work on the trades - i am wondering if you are delta neutral with this structure on WEBX or this position looks like (slightly) negative delta? - also if you are or were delta neutral, since you are long "cheap" gamma, would it make sense to see if there is a knee-jerk...

ok thanks a lot riskarb - yes $VDAX is calculated much like the vix, using ATMs plus OTM strips, that's what i was looking at - i have just checked out the current skew and i see that the IV difference between the current VDAX and 100-200 pt OTM calls works out to (negative) 1.5%-2% difference...

John, thanks for explaining your indicator, it seems to be working well - nice to see a relatively clean grind down in the bonds, even better in the bund if you watch it, nice break down today - all the best with your journal.

hi John - good work here in the journal.. - did you explain what this nn cci is, i didn't catch it, pls let me know if it is in a previous post or if not, could you perhaps give an idea, thx and all the best.

yeah, i love it when they are advertising this just as the volatility is increasing at the top here, $vdax has been steadily rising since the beginning of the year... let's get the public in for a wild ride... - hard to say how much more the europan markets will go up without the u.s. (even...

hi riskarb - where are you getting quotes for volatilites shorter than the front option month? i.e. my data shows $VDAX has not been much below 13 this year, i am assuming that are you getting 12%-13% for the duration of your trade, i.e. approx. 1/2 of the 30 day period used for vdax calcs? (or...

i was thinking that the main problem with replicating the vix is not only time decay (especially in the event you go short i.e. sell the underlying options), but the need to delta-hedge as the ATM price changes - am i right in assuming that there is no "clean" arbitrage based pricing model for...

ok this makes sense, thx for clarifying - all the best.

thx 43yo - i misinterpreted your previous post and thought that you would take the reversal trade only if the breakout trade was taken... - since you trade the reversal setup independently, i am wondering if a day does not pass your screen as tradeable for the breakout trade, wouldn't that day...

hi 43yotrader - i am not quite seeing how a breakout strategy could make 6 pts per lot yesterday which was a range or zigzag day - to make 6 pts one had to buy low sell high or vice versa - i understand that you scale in and out but even assuming that i can't see how this could work out to this...

from my limited experience, i think this is applicable to many markets - my guess is that in particular with liquid electronic markets, like the bonds, size players use a limited liquidity window during the report release to engineer a counter-trend spike and run stops / shake out weak hands and...