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Why do you need this? Do you just want the IB tax documents to properly reflect your gains/losses? Would it not be enough to calculate gains/losses yourself without wash sale adjustments and use the numbers when reporting to theirs

But it would be nice to understand your motivation. I will assume that you just prefer answering over PM

I’m a bit confused. You don’t need programming help and you don’t need money, so do you just need someone to split the workload with?

https://www.marketaxess.com/careers/current-openings/detail/jobs/4338275006?gh_jid=4338275006&gh_src=b31e20666us

I’m curious, does mentorship imply sharing one’s edge? In other words , to be profitable you need an edge. If you don’t reveal your edge, is mentorship going to be too generic just like books?

Hi Robert, can you add timestamp column?

https://www.sec.gov/files/rules/sro/nyse/2023/34-98869-ex5.pdf

I don’t know if that’s true. Do you have any sources? If the client sends MOC orders directly to a particular floor broker, I assume the broker would not distribute this information until regulatory time and may be not at all. NYSE probably has rules for floor brokers published somewhere.

Aren’t these two debit spreads? Why are they at credit?

This is a real product and I would like to know how someone can achieve this and make money. The insurance company is probably doing some swap with investment bank or something where they offload the risk. But if you are an individual, how would you structure something like this? You don’t know...

From what I understand, most desirable funds have some lock in period. If the fund is trying to achieve long term returns, it would not make sense take money from people who will need to withdraw soon. In this particular case, the annuity resets every year.

Let’s say someone offered you to manage their money for a year with below expectations. How would you do it? Expectations: You will guarantee SP500 return capped at 15% on the upside. You will guarantee protection of first 10% from peak equity. Assume you can’t afford to eat that yourself...

https://robotwealth.com/trading-0dte-options-with-the-ibkr-native-api/ I'm thinking the opposite might be a better strategy : sell straddle when mean(actual_move) > mean(expected_move) and buy straddle when mean(actual_move) < mean(expected_move). I guess would be interesting to run/test...

https://ibkrcampus.com/traders-insight/fomo-insurance-dominates-key-equity-options/

I tried but it came out garbled

I think it counts how many times you hit the site

https://www.ft.com/content/7314c9c3-318e-4ed2-935b-1dbfcbe95860 paywall

Nice! So does it mean you are back in the game?

Yeah maybe you have only one position open, go naked. But once you have a couple open and have profits for the day, start buying wings?

It’s hard to figure out, do your stats match his?