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Yes, but a stock with beta of 2.0 will also move down twice as much as the market index... Sorry if I wasn't clear, but I'm really needing something that hedges directions in either directions. Thus the strangle. I want to get paid (+10%) for a big overnight move (+5% or -5%). Maybe...

Just as a follow-up... my early impression is that this isn't as easy as I hoped. Part of the problem is that I have overnight VaR of $20k-$30k... and to hedge that effectively, with OTM options, I figure I need to buy/sell something like 1k contracts in each leg.... every day! I thought...

Great, that's *exactly* the info I was looking for. I'm using Windows Server 2003 on a remotely hosted server, but only with 2 GB of SRAM. I've just double checked... 3 week backtest with 45 symbols, 4 bars each. Memory consumption only went up slightly (from the base 200 MB) to 245 MB, and...

No problem, glad I could help. I have a question for you now... ... what did this blow up look like? I'm getting to the point where my strategy is getting to the point where I'll have that many instruments, and just curious how I'll know I'll reach the limits of what NT can do... does...

That was less of an issue for me previously... because I was dealing only market orders, it was very rare that my positions would be different. (Now I'm using limit orders, that's more of an issue... NT might disagree with me on whether I filled at all or not!) But my strategy (as it is...

With IQFeed wouldn't even need to worry about the API! Feeds right into NT. My only concern is about the need for another client... I mean, really? I wonder what that does to performance. But I do plan on looking closer.

I will also say Barchart has given me some bad historical data... a bar with a spurious trade from god knows where. I'm sure all data feeds has that issue... but I just noticed it very prominently on a recent day with Barchart. Maybe I should just fire up an eSignal account and give it a...

Hey there! Cool, cool. Do you have any ideas on pricing? I really don't need "whole market" feeds. I'm going to be focused on my 50-100 symbols, and that's really it. So I'm wondering if this will really out-perform versus eSignal.. On the plus side, integrating NxCore API with my...

Could I get you to elaborate on what that means? :) How do you distinguish/classify between the "varieties" of data feeds... and in what way is IQ Feed or eSignal "better"? Fewer drop-offs, or should I expect quicker ticks period? I was a little thrown off by the fact IQ Feed requires...

I was really looking for something that would just plug into NT... but I'd give that some thought. The specs they call out on the website for it are pretty seXy. Do you know: a) what the API looks like (anything C#?), b) how much it costs, approximately? I know these are questions for...

I've had Barchart drop out on me. I'm using NinjaTrader, and I know my connection to IB/TWS is still up... it's only Barchart that goes kaput. On one particularly bad day, it probably dropped 5-8 times... once every 20 minutes for several hours hours.

Can anyone compare vis-a-vis Barchart? That's what I'm using now. I've seen a couple incidences of dropped connections...

Of course, if he had a spare million in his account... he could've bought GE @ 7, and been up approximately $350k (instead of $50k) after this move.

First, note that I'm not using a cable modem... (just to repeat, I'm actually on a hosted server.) But in theory, it would be a dedicated line... so that your neighbor downloading a porn library doesn't affect your bandwidth. Keep in mind too that "link quality" refers to more than just...

I personally have a hard time doing anything with stocks under $7.50. I've just been burned too many times, and I'm just not built to respond to market events that quickly. I mean, if you look at day's top gainers/losers by %, great majority will be stocks under $7.50.

The one really specific question I saw was whether IV changes closer to expiration date.... I'd first point out that you could very easily do back-testing here, and look at historical option pricing, and plot IV versus days-until-expiration. I'm guessing we're all familiar with the IV smile...

I talked about this in a different thread... perhaps in the automated trading forum, or the "career trader" forum. Key point: I trade multi-day... so I *need* to be available every day, or my strategies blow apart. Someone scalping/day-trading can afford to take a day off, or be away from...

I was wondering about that, which is why I specifically said "debt-based" leverage, ie, margin. I have no idea how leverage for futures work. If there's no debt involved, then presumably there's no UBTI.

Not sure these are really apple/apple comparisons... This depends on the server you select. I have two different servers with Softlayer (as physical redundancy)... one in Dallas and one in Seattle. (So if Dallas falls into the ocean, I can trade with the Seattle machine.) From my Seattle...

If you run 'netstat' from a DOS window while you're connected via TWS, you'll see the addresses you're linked to. My system is going to 'gw1.ibllc.com' and 'mktgw1.ibllc.com'. Running tracert, I can see both of these addresses are in Boston. Sounds like locating in the NE might be a good...