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Here's something to remember about Enron and some of the dot com bombs - they may have carried BUY ratings from high profile analysts, but 1) Buffet or other Graham disciples never would have purchased them, and 2) some of the shenanigans (to put it nicely) that were commonplace at the time...

This free excerpt from the weekly Hightower Report has two useful charts and a table showing daily average option IV plus the peaks for specific years. http://hightowerreport.com/2014/05/peak-volatility-months-for-corn-and-soybeans/

https://www.trademonster.com/why-trademonster/futures.jsp This is a fairly new product page for them. It appears some integration work has been done. Before, it was sign up with Knight Capital (KCG) and use one of the platforms offered by KCG. I don't see a bullet point for futures options...

I think you meant LiveVol in the first paragraph? Here's the blurb about the LiveVol-TradeMonster connection. http://www.livevol.com/testimonials Re commissions, TradeMonster can be a better deal than OptionsHouse for smaller trade sizes. I'm at 50 cents per options contract, no minimum...

Re the stress test and short options in a plus or minus 30% scenario: if they plugged in an implied volatility change on top of a 30% price change in the underlying, a lot more people would be receiving these notices. Every portfolio is different, of course, but maybe what they're really...

I don't follow all the product updates with OptionsHouse or TradeMonster, but I was poking around the TradeMonster option chain selector today and noticed several choices that are relatively new including PROB ITM ANYTIME, PROB ITM EXPIRATION and STANDARD DEVIATION. Pretty standard...

---------------------------------------------- You're mostly right, but your comment reminded me of Grumpy Old Man.:D Dennis Miller: Here with a commentary is a Grumpy Old Man. Welcome, Grumpy Old Man. Grumpy Old Man: I'm old and I'm not happy. Everything today is improved and I don't like it...

You're young and your passions are likely to change over time. Maybe TA doesn't work for you, maybe you want to use fundamental analysis for some long term retirement type trades, maybe some day you become a corp exec or a business owner, etc, etc. Accounting will help you in all of these cases...

When I had a corporate job, I would place my commodity options orders near the end of the regular trading sessions, which overlapped with the time I was "out to lunch." It helped that I had a private office and usually ate at my desk anyway, but I was very conscious to not spend more than about...

FYI and assuming the transaction goes through, OptionsHouse and TradeMonster will be merging in the coming months. I don't know which company will be calling the shots, but since they seem to target a similar customer base, I suspect one of the platforms will be killed to save overhead.

Rain makes grain. :p If someone is interested in mucho mas, follow Jack Schwager on Twitter. He's been posting daily trading nuggets - I think he's up to No. 90 - which are sometimes interesting but they're also a creative promotion for his latest work - The Little Book of Market Wizards.

A note on Quandl, which is referenced above: I wasted some time running continuous futures contracts through Hoadley Tools, not realizing the data sets were full of holes. Now, I zoom the graphs within Quandl before downloading and can find the holes and error spikes and make a decision as to...

And a box of Cheez-Its next to you know who. :p

Thanks, Bob (and others). I learned some new terms and have some homework ahead of me, but I'm beginning to understand the looping process for multiple files. I'm going to give it a shot because I have additional underused data that I'd like to get into one dbase so I can do something with it.

I don't think CORN is the best example of outrageous fees. First, the NAV is about $92 million and their soybean, wheat and sugar products are all less than $12 million. If they're taking 1%, the mgmt firm *might* be making money on CORN but I doubt that's the case with the other products...

I know the original post is old, but it's still timely for me. Here's the question: I bought a zipped file from CRB/BarChart that contains one tiny csv (10kb or so) for each month of corn options going back 20+ years. Let's say there are 240 files. There are no column headers in the files and...

MG - For American style futures options on physical commodities, do you have an opinion on the interest rate issue? By that I mean whether plugging in an interest rate is even necessary. Some applications will pre-populate the field with a current rate, increasing it slightly for long dated...

Try this: http://www.cmegroup.com/tools-information/quikstrike.html The basic application is free and there are paid subscriptions from $25/mo to several hundred/mo. CME exchange-traded instruments only. In the basic application you get the model in red. In the paid versions you can choose...

http://m.prnewswire.com/news-releases/optionshouse-and-trademonster-to-combine-to-form-leading-online-brokerage-firm-260825881.html They both clear through APEX but have distinct platforms and commission structures. I have accounts at both firms; will wait and see how things shake out.

I think it's going to be difficult to find accurate data. - AFAIK, brokerage firms don't request ethnicity or language information, and the employment questions they ask are vague and updated (at best) only once per year. - As discussed elsewhere on this site, the employment and income...