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Use the ActiveX version if you can. That is their advice. The DDE version is only kept around at all because there are a few situations relating to networking or Windows/Excel versions where the ActiveX version cannot be used.

http://www.cmegroup.com/trading/fx/g10/japanese-yen_quotes_globex_options.html?exchange=XCME&foi=OPT&venue=G&productCd=6JM3&underlyingContract=6J&floorContractCd=J1M3&expMonth=201306&prodid= They are not very liquid but you could probably get fills at certain times. Your approach may be...

...but they could still be right and the study could be wrong....I am going to run back-tests myself......

If option premiums were indeed systematically overpriced (as many here assert also), shouldn't it work? That is why he tested it, just as a base case, to see if option premiums really are overpriced to the extent that one could make money on that ground alone. Isn't that what many of the...

It is unlikely that any reputable broker anywhere in the world will accept residents of Quebec or British Columbia (at least, and perhaps some other provinces) because laws and regulations adopted in those provinces in recent years have made it a crime for foreign brokers to do so (unless they...

Interactive Brokers. Or have you ruled them out for some reason?

That was a reference to the book I cited, referring to a base case selling program. As to LJM, there is no way to know what they are doing exactly, but one might guess they should be already position sizing, and still having unacceptable drawdowns. Maybe they are idiots and did not position...

Position sizing will not help if expectancy is negative.

with enormous (over 50%) drawdowns at times. Almost nobody would hold through that. You could take those results to show that selling options does *not* work within acceptable risk limits. Many would rule them out because of the large drawdowns and in fact have done so. I believe they...

Summarizing his text (and quoting parts of it), the base case strategy sells an iron condor using S&P 500 index options on the day before options expiration in the first-closest expiration cycle....... For the short strikes of the spread, it sells whichever options have a delta closest to 20...

You can scrape it off http://www.cmegroup.com/trading/equity-index/us-index/e-mini-sandp500.html of their ftp site (but you will have to parse their files).

Not according to the studies in that e-book. He back-tested S&P 500 condor premium-selling strategies over 5 years and reports: "Neither baseline strategy showed a positive return, unsurprisingly. The difference between the two baseline strategies is striking, however: The one-month...

It is possible to have situations in which you have plenty of equity and margin overall, but it gets locked up by rules on one underlying real account or the other, and you have a margin deficit in the other one and you get liquidated. This happened to Eric Townsend with Interactive Brokers...

Despite all of the books and educators that imply that simple systematic selling via condors is profitable, studies reported by Jared Woodard in http://www.amazon.com/Iron-Condor-Spread-Strategies-ebook/dp/B004U7ML0Q/ indicate that it is not profitable. However, by adding some filters, he...

Yes I did not find (1), (2) and (4) but I was already resigned to not having them. There is some of (4) in their higher-end platforms which cost extra. Re (3), CTS T4 does have an Excel interface that is quite easy to set up and updates live. It also has a free .Net API that is very good if...

The fees for a futures option are the same as for the underlying future. Pretty well all futures brokers do both.

Ontario may still regulate you, even if you have no Ontario or Canadian clients. *Some* states regulate advisers operating in their states, even if they have no U.S. clients. Others do not.

It is not too hard with most brokers to negotiate commission 50 cents, plus platform fee 50 cents for CTS T4, for example, for a total of $1.00 (plus fees). This is slightly more than IB $0.85 cents (plus fees) but fairly close. Later with higher volumes, the cost can be brought down...

I suggest R instead of Matlab for those looking at Matlab for whom cost is an issue. The two are equally (and widely) popular for financial modelling.

Agreed. Just as one simple example, no available retail or professional platform I have found handles systematic options strategies back-testing. This makes them all useless to me. They also tend not to cover less-common futures etc. And all of them, including the open source ones...