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>> SystematicBlue: It's only after the system has broken down that human resources now being squandered in financial engineering will be freed up and repurposed to change the world. >>>> But no doubt you can change your world. Yeah, that's what I wanna do and that's what I'm gonna do.

>> Changing the world. I'm going to get you a brief glimpse of what lays ahead. If you choose the right path, of course: 1) You're going to expire. That's not that much of a problem if you're genetically programmed to survive up to 50 years (meaning 5000 versions of you dies before the age...

Changing the world. Don't confuse your purpose with your weapon. In Machiavellian terms 100% returns annually for 8 years sounds very good and I'd definitely not reject that, but that's not what set me in motion in the first place.

Like Neanderthals and Sapiens. Avant la lettre :)

12 years ago I got into finance. As, really hired for it. 2 years ago I got out of employed finance, which is nothing but troglodytes working for the powers above. I'm deeply sorry it took me so much to figure out the utter uselessness of the employees and management levels I've had access to...

Didn't know about it, thanks for pointing out.

Yes, the old one was working fine. With the new one, it took me time (and dissasembling the API JAR) to figure out how to use it, and as you can see, I haven't cracked it fully yet. Partly because it's not also different, you get used to that, but buggy. And main problem is that there seems to...

It's their implementation. 1) Retrieve their latest API JAR, version 9.72.05, using Maven: <!-- https://mvnrepository.com/artifact/com.interactivebrokers.tws/tws-api --> <dependency> <groupId>com.interactivebrokers.tws</groupId> <artifactId>tws-api</artifactId> <version>9.72.05</version>...

OK, thanks.

Yes, I'm processing the options in contractDetails. Problem is I *should* get a contractDetailsEnd anyways, that's in the API specifications. For now it seems solved, if there are problems I'll enlarge the buffer even more, there's plenty of RAM nowadays.

Well, for starters I didn't get the contractDetailsEnd callback. Then, after several restarts, sometimes I got it, sometimes not. Finally, I got fed of it and dissasembled the JAR, placed some debug breakpoints and did some step-trough. At this point, depending on how long I'm spending in some...

Anyone got experience with the Java API of Interactive Brokers? I've started using it recently and either I don't know how to use it right it or it's very, very buggy. I'm trying to get an option chain and I'm only getting partial data. I see in the TWS log that it sends me a lot of contract...

Stocks and stock indices are similar, or so I thought. But stocks have splits. Dividends. Mergers and acquisitions. And there's also the quality of marketdata: there's never perfect data (unless you're paying through your teeth for it). Try writing a software that correctly handles all US...

During backtests I got some strange results on some underliers like ARIA or RLYP. Looking at ARIA on Yahoo ( https://finance.yahoo.com/quote/ARIA?p=ARIA ), all of a sudden the stock movement ceased being random and looks like a constant, very small oscillations around $24. Investigating, it...

Using CFDs would be ok if the options were cash settled. With phisycal delivery you still have to sell or buy 100 of underlier.

Naive question: what happens when I'm in the money with a phisycal delivery option and I haven't got enough money in my account for actual execution? Say I've got one call option with the strike price at $100, expiry is at the end of today and the spot price of the underlier equity is $150. The...

What I have to think about is weather you can have $100M of liquidity on options while $10M are enough to seriously affect the price of the underlier. If so, the market makers who place so much liquidity on options actually deserve what will happen to them.

ajackobson++ The option value at expiration is settled against the price of the underlying equity. If manipulation occurs on the equity, so be it. Those who buy or sell it on order to "manipulate" it are still subject to a lot of risk, if the price goes in the other direction. So let them...

Currently options on US equities have physical delivery. Wonder if any of you would be (more) interested in trading them if they were cash settled. Or they're right just the way they are. A problem I see us that if you're not paying attention, you can lose more than the premium you pay for an...

To have an edge, do an abscission of volatility's callose while taking into consideration the market inefficiency of accounting for the zygomorphic skew on the tails. I got more such tips if you want.