Search results

  1. G

    IB and DDE

    Thanks Bob. Only 40 symbols jeez, just working on simple scans loading 1 stock at a time so at most using 60 symbols. I don't know if there is money in there ..yet. Problem with esignal is even though you are not requesting the symbols it doesnt release the space for the old symbols.. or...
  2. G

    IB and DDE

    I am constructing an Excel App that gets quotes from esignal but unfortunately, i am hitting their 500 symbol limit due to the number of option quotes I am fetching. I am thinking of scrapping 3 days worth of work and port app over to TWS DDE. Do they have symbol limits? Stability issues? Thanks
  3. G

    Esignal problem

    I have an excel app which queries esignal data manager for option quotes. I load up a bunch of quotes for ONE stock in excel, save it, unload it then load the next bunch for the next stock. I load the next stock about 10 seconds later. Inspite of the time lag, I still get the "You have exceeded...
  4. G

    DCX Calendar spread - IV Crush

    Jack are u sure of the IV in the front month being in the 90's? i looked at ivolatility.com and it doesnt show 90 .Maybe the IV edge was not as big as u thought. Anyway, the vol range is from low 20's to 39 IV so you would be long vega around the 40th percentile. Not too bad but not earth...
  5. G

    Option markets continue to shut down

    Option volume records are being broken month after month... What stats are u using?
  6. G

    Excel - get external data, delimiter prob

    Will look at it to see if it would work for the query I need to do. I really appreciate your reply. Thanks
  7. G

    Excel - get external data, delimiter prob

    Hi guys. I need to query a page in options clearing corp http:www.theocc.com. I need to retrieve options symbols such as IBM PH or IBM PV which gets translated into appropriate calls/puts,strikes,etc. I'd like to do it programatically wherein Excel has the stock symbol in a cell (eg. Cell...
  8. G

    Historical Volatility Equation?

    Cash, try my software system's site linnsoft.com. They might have it there under volatility wherein it explains indicators and how it is computed. Also, try peter hoadley's site. He is an options guru and has TONS of formulas. Gabby
  9. G

    TASR options

    Mav, it has been awhile since I read up on the basics. Yes, they don't have to trade exactly the same IV but the only differnce between the put/call should be the cost of carry on the stock + dividends if any. In addition, my background was in trading futures ag options so the cost of carry is'...
  10. G

    TASR options

    Mav, put skew has nothing to do with it. It is the same strike! My only theory is that you can;'t do the conv/reversal bec you need to be long call,short put short stock and TASR is not available for shorting?
  11. G

    TASR options

    Can someone explain to me why the Apr 80 C is at 87IV while the puts are at 99. I double checked prices, they are fresh. Double checked my 2 software systems that calc IV -seems to be ok. It does'nt pay dividends so why the discrepancy?
  12. G

    Assent outage today sucks

    Don are u saying whereever Goldman goes, you will establish an office within their space or are u going to find a separate? Here is a quick lowdown on where your competitors are in N NJ. Might give you an idea where to position this satellite office. Schonfeld-Paramus Hold-Jersey City...
  13. G

    Synthetic Vs. Underlying Hedge

    Hi vega. You said used to.. why not now. The skew seems to be present still in most of the stocks? Thanks
  14. G

    A new way to Short on a Downtick ?

    Sanjuro, that thing you described was done in the late 90's by the SOES shops. I recall it was termed something ... box. Not sure of exact terms. Some even had the long stock in wife's account, short stox in trader's still illegal. I don't know what slp's stand for. do a search here in ET...
  15. G

    A new way to Short on a Downtick ?

    Is'nt what you described above , in essence what these slp's are? The only difference is that brokerage # 2 is an independent BD not your own account.
  16. G

    Assent Conversions?

    I think if what you describe is accurate, these Slips should pass regulatory muster for there is a big element fo risk inherent in the strategy which were absent in the bullets and even conversions. In fact these should be more legal than the conversions 3 months out! What is amazing is that the...
  17. G

    Assent Conversions?

    Do you guys think the reason the SEC did not makes explicit rules is that they themselves don't know how to put it in black and white or are they deliberately making it a gray area to give themselves wiggle room in the interpretation of the laws ..going forward. I say going forward because they...
  18. G

    The Sleep Apnea Thread

    Check out forums like sleepapnea.org. Wealth of information there. Don't get too freaked out about surgery. Just remember that most of the posts there are biased against surgery since the ones that got buthered by bad surgeons are there and the ones that have good outcomes don't post so you have...
  19. G

    The Sleep Apnea Thread

    riskarb. I had "the works" done on me last month. Any regrets. somewhat- If I had to do it over again. I'd get the turbinates/nasal first coupled with the tonsils.STOP and see if that improves apnea. Only after would I consider the last which is the palate surgery coz a Dr. Butcher of a surgeon...
  20. G

    The Sleep Apnea Thread

    Bung, don't even think of buying cpap over ebay,etc. even though I have a 2 month old CPAP that is in excellent condition...LOL... Each CPAP needs to be "titrated"..no perverts- not " tit rated" but titrated. Titrate means to calibrate the machine to conform to the apnea severity you have. I...
Back
Top