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More details required. Your boss wants you to replicate the index returns, the index volatility, or what exactly?

http://www.theage.com.au/articles/2003/08/19/1061059807007.html http://www.cbsnews.com/stories/2002/03/19/opinion/meyer/main504058.shtml http://www.theinternetpatrol.com/spammer-fined-millions-decides-to-become-anti-spam-consultant-instead-ryan-pitylak-goes-straight...

If you can arrange the meeting I will do the flying. I personally would like to learn his rational for over leveraging.

Risk of ruin.

Why not use futures options where there is no day trading restriction?

You must let go of the trade, for only then will you have control. Have patience, Grasshopper. The market is not a puzzle, only something that you do not yet understand.

IB TWS is written in Java and has a thoroughly tested Java API. As I told the other poster, you can write it in assembler and backport it to the VAX if you want to, but the data is going to get routed through TWS anyway. It does not seem to be worth the effort to do something else when you can...

Because you are feebly attempting to refute the existence of two Java-based operating systems you did not know about.

An eternity for whom? I will accept the argument that 100ms would be an awfully long time for an exchange to transmit a quote or acknowledge an order, but what do you think that this means to a customer of IB using TWS? I must have missed that trend in the last 15 years when I was building...

You like to drown kittens, don't you? I love C, but it is anything but perfect. And then it would crash since most programmers cannot code their way out of a wet paper bag. JOS JNode Thats two. The best software engineers I have ever worked with are all from India.

You think that there is a big learning curve for C++ programmers switching to Java? I picked up Java in about a day and was writing production quality code in about two weeks. If you think that writing a socket-based implementation in C++ will be easier than using the IB Java API, well you...

I am so sick of hearing this boilerplate argument. These applications are nowhere near real-time, they are vanilla preemptible user-mode applications. Market participants are globally distributed with latencies from 5ms to 300ms. What makes you think that there is any information of value...

Why write a socket implementation when there is a nice class implementation already? My point about the platform being written in Java was that the marginal performance gain would not be worth the effort.

I think that for you #2 for would be to go outside and play hide-and-go-f***-yourself. ;)

I think that you are short a call.

1. Buy and read Natenberg, Cottle, Taleb, McMillian. Do not trade options at all until you have completed this step. 3. If after completing step 1 you still think that a portfolio of short naked options held to expiry is a good idea, please abandon option trading forever. There is no...

Fire up Excel and head over to this site.

Exactly.

I do not understand why you would want to wrangle the TWS Java API from C/C++ unless you have legacy code.

Is your statement true of a delta-hedger? What about 10% OTM options?