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Bonds pay a fixed coupon which is divided by the spot price to imply a yield. As the bond trades at new prices, the yield floats. You are asking about something called the "total return" which is the mark to market of the bond with cash flows. Some of the funds are also holding cash, so the ETF...

Remember what happened last time, and the time before that...

Read this >> http://tradestrongmanagement.blogspot.com/2014/10/trading-realities.html trading realities back in the day, markets were inefficient and dominated by heavy retail participation. pricing was a value oriented phenomena that actually reflected the laws of supply and demand. technical...

You should look at the differences in time series when variance is non-stationary. In actual markets, the variance of anything is never stationary. In fact, in equities, indexes, etc., variance is trading during RTH... Frequentist statistics assumes the existence of parameters. If you are...

$TIKI -- here's a chart. This chart is ($TIKI - EMA[$TIKI]) with indicators on it (YM on left). Try to figure out why this is happening.

IBKR TWS can do this (natively). TD/Schwab ToS can do this with scripting. Can find a script here. https://jshingler.github.io/TOS-and-Thinkscript-Snippet-Collection/TOS & Thinkscript Collection.html It's under the "C-MULTIPLE INSTRUMENTS COMPARISON" header.

Some guys are saying it trades different now because of all the 0dte options. Not sure.

Yes, sort of. This is an example. With last closing prices -- XLK = $135.36, XLF = $35.93. I price the spread as 100 shares XLK = $13536 and 350 shares XLF = $12575.50 where you are trading the tech ETF against the financial one. This is like a beta ratio spread. However, the daily returns...

Can I use implied vol or implied move ( .85 * ATM straddle ) to calculate long/short ratios for stocks, ETFs, sector ETFs, etc.? Maybe with beta? I'm currently just using change in price estimates, or % change in price to balance the spreads. I want to day trade S&P sector ETF spreads, stock...

VWAP gives you an objective way to measure your fills against market participants. Here is a copy of your panel with some VWAP studies. Institutional accounts get their fills done by broker-dealers and they (very often) are filled at VWAP while the broker manages all aggregated execution...

Cash.

Should definitely be aware of VWAP.

Simple answer. Use globex futures data. Calculate and chart VWAP with st. dev bands. Use a simple rolling regression to measure momentum. Learn about the participants in the market, and what their interests are. Hedge Funds, Broker Dealers, Globex Speculators, etc. Remember that many large...

Day trading is hard. You get the most leverage, but your own fear and greed will destroy you. By the time you figure out what's working, it stops working...

Don't worry, you can get 'super jumbo' loans now. Fed agency to the rescue. Bubblenomics... Mortgage giants Fannie Mae and Freddie Mac will raise the limits of government-backed loans to a record level for 2023, with the maximum loan limit hitting more than $1 million for high-cost areas, the...

This stock pays dividend in two days. Let's say my read is an earnings recession into Q2 and Q3. With all the hikes, the RE market has turned down and sentiment/affordability is very low. What's the borrow rate? How do I find it in IBKR? Thinking about shorting the stock with a small index...

Simple answer is that the gov 'destroys' money through taxation, import companies send the domestic currency to foreign exporters and reinvest/distribute retained earnings, earned wages are absorbed into the stock market through 401k contributions, and total government spending (a very large...

OK. Because the SPX is free-float market cap weighted it has a (relatively) leveraged exposure to the Tech (high beta) sector of the economy. Now, the DJIA is an all-sector, price-weighted index, so it attempts to balance the risk across all sectors of the market. Therefore, if you are...

Just fund an account with Ameritrade and you can get all kinds of volume studies in thinkScript. It's like $500 minimum...