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NQ pulling ahead of NKD.

The law was already in place for forgiveness (expanded in 2009 under Obama). 240 on-time payments where the monthly payments are 10% X (GROSS INCOME - 150% FED POVERTY GUIDLINE) / 12 and you have earned forgiveness under the income based repayment (IBR) plans PAYE and REPAY. Biden is just...

You say you're looking for edge. If you mean risk/reward there are many ways. Have you researched the yield curve and rate spreads? Did you look at trading the front month index spreads? Do you have custom volatility models? -- Do you know how to use them? Do you have API stuff? Do you know...

Just use =Rand() in one of the cells and then use =If([cell reference]<0.05, 0, 1) to create a boolean for the heads result. If the second cell is 1 then its heads. You can hold the F9 key to simulate trials.

Deviation from VWAP and aggregated volumes. (cross-asset and across multiple exchanges) In the real world prime brokers get paid by the market and guarantee volume weighted for their clients. Basically this means that if you predict VWAP and competitively execute on it, you win.

I was looking for edge/quant models that can predict/estimate risk/reward and demand and/or positioning for size players in futures markets and synthetics. It took a long time and ultimately involves fairly sophisticated statistics models. Differential and integral functions of various...

Better idea is to estimate price/VWAP std. dev, momentum/trending momentum std. dev., actual (tradable) implied vol and indexes of vols, ratios of synthetic indexes to related indexes, cash value of tradable asset price differentials, time based measures of momentum, and so on... There's...

Ameritrade has free data (via SIM) for funded accounts ($500 minimum) with quite a few instruments available (not sure about futures IV). They have the yield curve, ETF and equity securities, options, foreign index, currency, etc. This is real-time (minute bars) implied and indexed implied...

I'm just not sure which of these will work on the underlying I want, and more specifically which of these is equivalent to at-the-money implied vol. Trying to build an index of iv's from the cells in real time >> Real-time indexed ATM implied vol. I've just never really done this with the...

This is RTD syntax. Sorry, I should have said I'm using this one DDE Socket Bridge API. https://interactivebrokers.github.io/tws-api/dde_intro.html and DDE Server with C:\TWS API\samples\Excel\newTwsDDE.xls The code in all the cells is like =Stwsserver|tik!id0?last =Stwsserver|tik!id0?volume...

Is there a relatively easy way to get streaming implied vol on a few names in the sample worksheet? (AAPL, AMZN, MSFT, GOOG, FB, etc.) ThinkorSwim just has the ATM IV available for my scripts over there. All I really need is something similar in the Excel worksheet. Using the TWS API (socket...

What, exactly, is not true. You know, for someone as seemingly math literate as you, you're not very good at communicating the literature to non mathematicians.

Linear Regression Moving Average This indicator 'linearizes' price movement over any period specified. It's the most 'objective' way to look at a trend. This is due to the fact that each observation is given (an approximate) equal weight using an error minimization algorithm (least squares)...

We need like a real professional broker or someone who has worked in the industry to talk about it. But, basically under Reg-T your cash is available EACH day. That cash is available for margining under Regulation T OR SPAN but not both in the same day AFAIK. Maybe @Robert Morse or @bone can...

Retail clearing does not allow cross margining. Further, the index future is subject to no arbitrage pricing, where the expected dividend and floating funding and borrow rates are involved. It's actually pretty complicated.

I would probably have to pay someone to work with the IBKR API for me. Just thinking about trying to work with the thing gives me anxiety.

Duration is getting absolutely wrecked. Liquidity risk!

You could hedge buy buying an ES future as well. When you think the heat is over, close the ES position. This is called an index spread. In your case, it would be more accurately called a cross hedge. (could buy like eight or nine MES instead of a full ES as well).

Its the second day in a row ES sold off at the close of the European session. The bearish paint all night long and leading into the NY open was easy to read. Size players working the action to get traders hitting the bid (new lows, failed rally, over and over). The ICS market is telegraphing...

I almost started with EasyLanguage. But thinkScript was just more intuitive and ToS has such nice charts. Need to suck it up and learn this one as well. Apparently, they have free data for funded accounts so it seems like a good compliment to what I already have going. (real time charts in...