Can anyone help me find a resource for a "directory of foreign listings": an overview of US stocks that trade on foreign exchanges and/or vice versa?
If not a directory then perhaps on a per-stock basis (XYZ trades on the following exchanges: ..... etc)
Any help highly appreciated. TIA!
If your software allows creating âartificialâ tickers then simply create your own âoptionsâ using black-scholes and some volatility, like n-day histvola +/- some random factor.
The only true variable is implvola and while you may not duplicate actual past values, future values will...
In case of late reporting an intraday grace period hardly makes sense if you're not at your desk.
To let customers know at the opening of the day that the day's reporting has NOT come through would nail you at your desk for the full day, but would be an improvement nonetheless.
Good...
I never heard about these real time assignments until OTraderâs emails showed that indeed these can occur.
Especially if these occur pre-expiration I find this totally unacceptable. Sure there can be system failures either at the OCC or at the broker but why should the trader pay the...
def, thanks for your prompt reply.
Do I understand correctly that these reconciliation problems and consequent reporting delays only happen on expirations and *never* pre-expiration?
While actual midday assignment seems out of the question, a remote possibility might seem that the system fails to report the overnight assignment early morning and it doesn't show up in your account till midday.
Admittedly this could have serious consequences for anyone (like me)...
Glad to see this confirmed! Nonetheless some helpful information in toronto's threads. Most important I think:
- auto-liquidation procedures only involve selling or buying (to cover) securities, and no option exercise.
- to *any* overnight short option, including a "covered" one, one...
That'd be completely new to me. Is there any text you can post re. this? How can you be assigned midday? Could it be that you found out by midday that you had been assigned overnight?
Assignment only occurs overnight, any short option that is closed by day's end cannot cause assignment.
IB's system is fully automated, no human will "take a look" at your account to take the "logical "action. If you are assigned overnight however you have a certain period after market...
If of all stocks reporting earnings say half dropped x% percent (left hump) and half jumped x% (right hump) then the average price change % will be zero in conformity with IV trader's research.
Should his conclusion (avg. zero % change) lure one into short gamma (like a short straddle) then...
I personally prefer open interest leaves (or beans). Btw the paper riskarb referred to confirms the pinning effect. A math model is described here
http://www.ima.umn.edu/talks/workshops/4-12-16.2004/avellaneda/qf3601.pdf
I beg to think many folks dislike it because it's just a helluva...
Just something exotic, betting on yes/no 100k :D
Seriously, you focus on your trades now. While the BBY option part did not do well, the stock call is just.... well, remarkable.
Stay the course.