Search results

  1. S

    ES/SPX covered calls

    Hi riskarb, thx again for your help. Do you know what would be the margin requirements to put up this position: Short 100 SPX April 1150 puts at 12 Is there a formula? My broker is IB
  2. S

    ES/SPX covered calls

    Riskarb, thanks a lot, I am gonna try to put up this position. Also you're saying selling 50 SPX puts @1150 for my example would be the same thing that I propose? I mean is it exactly the same in terms of the premium received and the greeks?
  3. S

    ES/SPX covered calls

    Let's say I want to sell covered calls on ES using SPX calls instead of ES calls. When selling covered calls on a stock it's easy to figure out the amount of hedge i.e when buying 100 shares of a stock you'd need to sell 1 call against it. Let's say I want to buy 100 ES @1140 and sell SPX...
  4. S

    Scanners & Watchlists

    www.stockfetcher.com Only 8.95/months EOD data I am a subsriber.
  5. S

    Divergency Scanner

    Can anyone suggest a divergency scanner (RSI/price, CCI/price, MACD/price) for equities and/or indices. Daily or intraday basis. Thanks in advance.
  6. S

    YM options

    I get YM options quotes via IB, dunno why everyone cant find them. Can trade them too
  7. S

    Statistical Arbitrage on Index Futs

    Also I am using my method not only on daily but on 30 min and higher time frames. (60, 120) Lower time frames arent efficient due to slippage and commiss.
  8. S

    Statistical Arbitrage on Index Futs

    1) Draw a daily line chart of the YM/ES spread 2) Draw RSI (2) of the spread 3) Draw 34 ema of the spread 3) Go long (buy YM/short ES) when RSI (2) goes below 10 4) Close position when spread touches 34 ema Reverse the rules for shorting the spread (RSI(2) goes above 90) Tips: If after...
  9. S

    Order of execution in e-minis

    I wish it was by size
  10. S

    BOX - Boston Options Exchange

    Thx a lot def, appressiate your help
  11. S

    BOX - Boston Options Exchange

    Tried to look up INTC option trading on BOX, IB asked me for mkt subscription, but I cant find where to subscribe
  12. S

    Stops dont work on FX futs @IB

    now ES last trade 1040 down -4 as per IB, i thought close was 1040.25 , not 1044
  13. S

    Stops dont work on FX futs @IB

    I had trigger method set at "Default" which is corresponding to Double Bid/Ask
  14. S

    Stops dont work on FX futs @IB

    IB is running ok now , but stops don't work. Last week stops didnt work either (at least twice I had a problem). Regarding H2O issue.....I think IB recently warned that SSL connection should be unchecked from now on in order to log on.
  15. S

    Stops dont work on FX futs @IB

    Stops didnt work for me three times in the row. Last stop I had a 1.2558 sell on EurUSD futures (2 mins ago) ...price went thru it and my stop never got activated. Had to close manually. Thx God I was watching my position.
  16. S

    ES trading limits

    Thx sascha
  17. S

    ES trading limits

    Does anyone know how many ES contracts can a Globex trader open at once? I thought it was 250, but someone mentioned to me that the limit was increased to 400.
  18. S

    Will IB offer Forex?

    I have a universal acct with IB which includes stocks, options, futures. To trade currency futures you need a regular futures account (like one you use to trade ES). To get a quote on Eurofutures for example -type EUR in your TWS. Choose Futues and then Mar 2004, then choose Globex. Margin is...
  19. S

    when you tell people you are a home trader...

    When I tell people I am a home trader they think I work as real estate agent :D
  20. S

    Will IB offer Forex?

    I find it much better to trade FX futures already available at IB, spread is 1-2pips and executions are great. Also, margin is $1250 for $125000 worth for instance. I.e 1:100.
Back
Top