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Difficulty in AI is I think the inverse of what most expect: higher intellectual functions are easier; lower more intuitive functions are harder. Basically the longer that a set of mental functions has existed in humans and apes the harder it is for AI to replicate.

Have you checked your data provider does not have a policy against web scraping? If you hit their servers with any regularity and they care about this stuff they will probably revoke your subscription.

All of the IB language APIs are implementations of handling the one and only real IB API which is its socket messaging protocol. So whatever you program it is always the same underneath: sending/receiving streams of characters between sockets. That's the only tangible thing that IB actually...

Of course! Geez that's my worst brain-fart in a while...:banghead:

The term structure of vstoxx is interesting. Apr'19: 23.40 May'17: 20.10 Jun'21: 20.55 This suggests to me the hedging of volatility is mainly around the April 23rd first round not the May 7th round, which seems odd. As I understand it Le Pen is almost certain to be one of the final 2 in the...

Fwiw I've had a similar problem with getting: m_symbol: NG, m_tradingClass: LNE, m_exchange:NYMEX, m_secType: FOP, m_currency: USD I request about 60(?) variations of those attributes accross mutiple asset classes and exchanges and only this one fails to trigger contractDetailsEnd. I randomise...

You can get a rough guide using the CME website Treasury Analytics tool. The number you want is the DV01 for the 10-yr future. If you divide that by the tick value of the t-notes you have a rough map of basis point changes to futures ticks. The number varies depending on which bond is selected...

OK fair enough. :)

And IB have still not replied after it took 3 ticket re-openings for them to even "understand" the question.

@JackRab why do you bother fitting a spline? Unless you're calculating greeks by bumping or trying to trade relative value/market-make I don't see the need. Sorry if I missed answer to this elsewhere.

This seems like a good place to re-ask about VaR in Interactive Brokers. Say you request an on-demand Historical VaR at 99.9% confidence with a horizon of one day does anyone know (or has gotten a response from IB to confirm): - that at least 1,000 days of market data has been used (as the...

fwiw, this is a good resource for futures time spreads: http://app.spreadcharts.com/user/. If the front leg is nearby you are exposed to the overall volatility of the underlying whatever the spread, so in that sense yes you will likely be a tad uncomfortably correlated with a short-gamma...

I'd hope your already familiar with them but if not have a good look at the return profiles of "option write" strategies for whatever CTAs you can find performances of. Try http://www.ansbacherusa.com/ for example. S&P 500 put writer mainly I think in the past. That's what your p&l profile will...

Not sure what you expect people to say. What do you think the p&l profile of a 99% win rate system looks like? It looks like your p&l. Doesn't mean it has as big an edge as it appears to the layman. As I said before this kind of trading does have an edge, it's just not as nearly as big as you...

Old Results thread: https://www.elitetrader.com/et/threads/random-chart-contest-results.11820/ Chart#1 “ Random Chart#2 €“ Random Chart#3 €“ Motorola (MOT) April 1993 to May 1994 Chart#4 €“ 3M, Minnesota Mining and Manufacturing (MMM) April 1992 to July 1993 Chart#5 €“ Autodesk (ADSK) July 1990...

Thanks for playing! 6/10. Maybe it's harder than I thought.

It's for fun. Maybe you're familiar with the idea.

Just found this old random vs fake contest on ET from, eh, a VERY long time ago. Appears that the person who ran it has left up the web page with charts since then. Without searching the archives, how many can you guess: random or fake? http://users.rcn.com/jmcgraw/index.htm Disclosure: I got...

A limited company is automatically professional (to IB) afaik.

"And dying in your bed, many years from now, would you be willin' to trade ALL the days, from this day to that, for one chance, just one chance, to come back here and put on a static hedge..."* William Wallace in Braveheart (*adapted) :D