Search results

  1. D

    IB No asian market data

    Restarted TWS seems to solve problem
  2. D

    IB No asian market data

    Yaeh also having problems Data drops or is frozen
  3. D

    How to play a $13.50 spec Div DPZ

    The stock will drop by the dividend amount! May close the day up or down but it will drop by the divi
  4. D

    Valuing Interactive Brokers IPO

    Surely IB should let clients Bid?
  5. D

    Blodget Rips Jim Cramer In Slate Article

    I am not an american, but it blows me the way you guys are so hard on yourselves, you have far and away the best constitution in the world if not the best ever written, how the hell do you think the USA got so goddamn rich? If the USA goes done the toilet the rest of us are toast. By the...
  6. D

    Delta and probability question

    It is a probability, but in the world were the drift of the stock is the risk free rate. If we could estimate the real drift, we would have a money making machine. The Black Scholes price is the price at which any two people can agree in spite of the fact that one thinks the stock is likely...
  7. D

    Delta and probability question

    Its because the Black Scholes model is risk neutral, that is the expected return of the stock is the risk free rate. So the delta is the probability in a risk neutral world, in reality the expected return of the stock could be 100% consider a buyout offer at 100% of the price. Also the model...
  8. D

    Intermarket Arbitrage (stocks)

    If he sells an Index in one currency and buys it in another currency he has a currency exposure! Unless he is talking about trading an Index on two exchanges in one country and if thats the USA then what does he think smart routing is for.
  9. D

    Intermarket Arbitrage (stocks)

    Assuming the Indexes are the same it should work fine but remember you have an open currency position. I can't see if you have a universal account with IB why you can't do it?
  10. D

    Intermarket Arbitrage (stocks)

    Yes its possible But you need to take brokerage into account. Dividend payments. You have to buy the cheap and sell the expensive. You can't just buy the cheap, because the expensive share could come down and the cheap stay where its is. In addition to buying the cheap share in one...
  11. D

    Bye-bye reg T

    (5) The day trading restrictions promulgated under Rule 12.3(j) shall not apply to portfolio margin accounts that establish and maintain at least five million dollars inequity, provided a member organization has the ability to monitor the intra-day risk associated with day trading. Portfolio...
  12. D

    Kospi Futures any explanations for thursdays move?

    Thursday was the close out of the Kospi futures and options. just before the close the futures where at 182.47 after the close the offical close is at 183.57. Thats quite a jump. I had a butterfly on that was out the money but closed deeply in the money. Any insights into to this market?
  13. D

    ask/bid numbers: market manipulation?

    I have noticed the same thing, I put it down to my feed being so slow that maybe it was an aliasing effect. If you have watched a western sometimes the wheels on the stagecoach look like they are going backwards because of the speed of the movie. So in the case of the DOM its updating...
  14. D

    Aramanth analysis

    Haha I like that. Sits on IB and squeezes his own positions.
  15. D

    IB's EFP on CAT negative rates

    its showing -55bp to -42.5bp on the Oct expiry. CAT doesn't seem to be paying a dividend before 21 Oct. Not sure why its negative. I am I right in saying that if you go long you get paid? If you are short instead of earning interest you pay? If there is no dividend I don't get why...
  16. D

    Collect intraday data from IB

    I have downloaded the Automate software. Looks good. But I can't seem to find the file that starts up the IB TWS? Anyone what its called?
  17. D

    markets are always right

    Markets are always wrong why do you think they move!
  18. D

    Mergers acquisitions and takeovers

    www.mergermarket.com
Back
Top