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    From novice to riskarb...

    Didn't you ask me that last time? Think back.
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    From novice to riskarb...

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    From novice to riskarb...

    What do you mean should? I have a sticky one in my hand right now.
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    From novice to riskarb...

    Baird is definately a good read. But, Cottle gave me more ah ha moments. Another good one to consider is Paul Forchione's "Trading Options Visually". I found a few of the adjustment examples helpful.
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    From novice to riskarb...

    Praying as I write.
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    From novice to riskarb...

    I have to disagree. Cottle is hardly advanced Physics. However, a firm foundation from Nat. and Mc. are definately prereq. After reading all of the books posted here, I received Cottle's book after opening an account with TOS. No book has done more to increase my understanding of...
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    Trade Tracking

    I know this has probably been posted a thousand times. But, I'm wondering if anyone has come across a real good trade tracking system. Whether its paper, excel, or a desktop app. I could develop one in excel, but I'm too lazy. Also, if it integrates with IB for real-time analysis...
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    Newbie Option Help*

    http://www.optionscentral.com/default.jsp
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    ZN Options

    I traded (very) few ATM straddles on the Jun 116's, just to see what the market was like. I bailed out when the bids/offers started disappearing on TWS. I stopped trading ES opts for the same reason. I've had a lot of luck with the YM options though. Very liquid, and you can usually...
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    Tasr

    I'll tell you when. I was a police officer in a major metro. dept. for a number of years and I wouldn't be long this thing. What happens if (when) some suspect gets stung and drops dead right in the middle of the street? I can see the news footage now. Even if the gun wasn't the...
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    Synthetic Vs. Underlying Hedge

    Hello all. I was thinking of a synthetic long hedge and wanted some feedback. In a skewed market like the YM or ES, would it be better to get some long exposure by selling a slightly OTM put and buying a slightly OTM call for a synthetic long adjustment? You'd be selling expensive vol...
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    IB not able to log on today..

    Nice. Is there any QA work that goes on in that IT shop or what?
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    IB Fill Report

    I contacted the help desk today. It's a non-issue at this point.
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    IB Fill Report

    Well, I know I entered a limit order for 10003 and it got executed at 9991. The bid wasn't even close to that at the time. There's no way I would have entered an order at that price, as I typed the limit price in myself (didn't click the bid). Either I totally brain farted, or something...
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    IB Fill Report

    Thanks. I knew I should have read that document. nd
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    IB Fill Report

    I found the time and sales on the cbot web site. I'm still curious if IB tracks Limit Order information. -nd
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    IB Fill Report

    Shorted some YM Futures this afternoon. One was executed as a limit order of 10003, but IB (TWS Trades Screen) shows my execution price at 9991. Any ideas on how to resolve this? Does IB track the type of trade (i.e. limit) as well as the limit price when submitted? Where can I get...
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    Really stupid question

    Worked out for me also. The fact that i was short some YM puts, thinking my margin would be safe, caused me to overhedge a bunch in the YM June contract going into friday's close (net short over weekend after es settlement) to compensate for the ES Put margin requirment. Needless to say...
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    Really stupid question

    Right. I Misunderstood. IB was adjusting my avail. margin based on the intrinsic value of the March option against the June Future. Thanks for the response.
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    Really stupid question

    Wasn't the settlement price already detemined on the opening prints? What would be the point of hedging in this case?
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