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1. wait 1 year (as usual with 'closed' software it is hit&miss for 3rd party software developers to find why something isn't working) 2. wait 2 years (many suppliers will still allow the choice for XP, and this will make some diff in the end-price) 3. wait 5 years (XP is so well established by...

I agree. Although the design is generally ok, I also have this 'clunkiness' with it, drags not sticking, boxes not opening. What helps is when you attach the most imprortant orders to hotkeys. That will make things a bit easier. However, I would hesitate to use it for real future scalping...

How can an IP stack be rewritten? Those algorithms have been around for at least 15 years and surely have been chewed to bits for optimization by now. To me it seems improbable that there is anything to add to what's already known. Even so, if the IP code still can be optimized, would M$ not be...

Excellent post FA! Thanks. Ursa..

Everything Micro$oft laughed about in the past has become a huge succes. And they needed every dirty trick in the book (that they wrote mostly) to catch up later on. Almost every breakthrough tech you use right now would have been laughed at by M$ or wouldn't be here if they got it their way...

That's ok, when the scores stay behind you will be looking at your strategies. It is as MTE said, when you short stock and buy put we tell you it is the same as buying a call. You reply by telling you're not interested in strategies. Duh. What's the point then? Please explain why you use this...

You're not listening, are you? MTE spoke of selling a OTM vertical, being equivalent to buying an ITM vertical. Of course the OTM vertical can end up worthless, but so would the equivalent ITM one. Do you copy? Ursa..

Thanks. Interesting but hard to interpret what the actual numbers will be. It speaks of 'moves of 8%' for equity-indexes to be a reference for margins, but no mention of the actual risk, ie. no connection to the volatility of the index. We'll see how it develops. Ursa..

To me it means A. Not only knowing the direction the underlyer will take but also where the pivots are, will make adjusting spreads so much easier. It involves insight in TA, for multi-day intervals anyway. I'm not good at it. Ursa..

You spent 2 out of 5 sentences 'proving' that AP is partisan by the name of the reporter, and now it doesn't matter?? Ursa..

You mean long? If you think they end up above 102 or below 88 it would be ok, but remember these options will halve their timevalue tomorrow. Otoh, I'd be nervous to short that straddle :). EDIT: our posts crossed. I agree with the analysis that it is probably a non-event. Still, a lot of...

I hope you see that by ignoring synthetic equivalences things get more complicated than needed. So it's the other way around, and in my experience it is the ignorants that build the 'very complex 'strategies''. Regardless, it seems dangerous to me to let someone trade options without...

Disregard that please, I wasn't thinking. Prices are in line: Dax is worth around 6700, AEX is around 500 so DAX options should trade for about 13 times as much as the AEX ones. Which they do. Spread for atm options are 154.3/156.8 so 2.5 or 1.3%! Very Good. This is getting interesting...

I'm curious why this would be illegal. In Europe, before we had the EUR, it was common in every border region to have two currencies. Even now, Switserland and the UK, who stiill have their old currencies, accept EUR's in most shops that are frequented by 'foreigners'. BTW. Thread title...

They are not comparable, unless you find all two-legged bell-shaped risk-curves to be comparable. A short straddle has unlimited risk. You could limit that risk by opposing it with another month's straddle. Hence they are not the same at all, they differ one complete straddle. Ursa..

May be he was reading this thread :)

Ah yes, I remember reading about that; never could place it in a practical context. Now I do :). Thanks MTE, that is very helpfull, I'll look into that, when the markets open. Ursa..

Thank you, Grant. Very helpfull. I have now data from IB for the DAX futures and options. Still can't see margins because I can't trade them yet; needs a separate trading approval, another 24 hours <sigh>. I see price structuring is rather different. ATM FEB options being around 100 euros...

Those are good suggestions, specially the DAX. I once intended to do DAX options but forgot about them when was steering to IB. Do you know about margin requirement for DAX and their spreads? I don't have the DAX datafeed subcribed currently, mostly because I find it confusing which one to...

Bob, before I go on another assumption-spree, could you explain what you mean by that latter question? As I read it you don't know what a straddle is. I find that hard to imagine, it's the most basic (and to me most important) of all options spreads. Ursa..