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As often as you want! So it is really a personal preference of the resolution you desire. I do 60 seconds to keep things simple (everything at 60-sec intervals)

Nothing like posting (or composing the problem statement), to aid in re-evaluation of the problem from a new perspective!

If your trading has adequate structure and characteristics, you may be able to merely parse your trade log, and reconstruct the information you need, without manual (and error-prone) effort. The codeing, will require the "thinking", not any management of the trade log (implies you are able to...

If you have windows based machine and a TOS (TDA) account... You can use RTD to stream at whatever rate you desire (unattended and without programming). There is no fee, and the qty of references is practically unbounded (begin to tax excel, and TOS once you try more than 20,000 or so at a...

Nice problem! Can you post the position? 17JAN likely, but which strike? (45ish?)

Curious with your statement "running in fpga code", can you elaborate?

K. My comment was intended to suggest Ron is not a charlatan. Regarding time to learn options well enough to trade successfully ... I agree with you!

Ron, at TradingDominion is a very sharp guy, and from what I can tell (over the last few years), a step well above others providing services.

Pondering topic of "Walk Forward Optimization" a bit more... If you replace the word "Optimization" with correction as in correct the error(s) in your system, the concept becomes palatable. The changes should be made once you understand how the prior system was flawed, and NOT from merely...

It would seem wise to "back off" a bit to consider what you are attempting from a higher perspective. Insure your system is robust, by insuring you have adequate knowledge of the edge you are exploiting, and how that edge may change over time. On the surface, it seems like you are optimizing...

That dog won't bark! The impact of dividends on SPX options is a continuous function, not discrete, like on SPY options. I think you may be seeking the PVDiv value, to aid in properly computing impact on the options. The price you submit to your BSM for underlying can be used to compensate...

Recommend heeding Robert's advice on which has more leverage, but note that TDA's fees for Futures Options greatly exceed those for SPX options. (perhaps not your primary concern, but was about 6X last year for equivalent size. (more like 3X with the new January fee structure)

Either you are confused or fail to review you post before transmitting. No logic in what you posted. Re-Read your post then revise with valid question! -- IE, if you really mean OTM Call, then should your (-95), be (+5)?

Huh? Is your question really: Why is the Extrinsic value of a CALL not identical to that of the corresponding PUT? Also, partially related, you may wish to consider the increased BID/ASK price of the ITM option, which is typically not Balanced, to produce a nice MID price! If I have...

While my option trading is limited to areas of comfort to me (a tiny subset of the option trading universe), I do focus mostly on "income" strategies that are mostly net short. My 2 cents: If you do not have a firm understanding of your trade and it's weak points and the various natures of...

If you post specific example of the comparison you are focused on, it will likely be possible to obtain a response enabling a clear understanding of the specific case(s)!

It is precisely what the name states! (MARK/Underlying) Where "MARK" is of the specific option! You will likely require additional filters to "dial" in on your specific option requirements (time, delta, or whatever you are trying to do).

Agree! I expect we are only seeing the initial "ripples" for their (TDA & Schwab) merger, as my notifications occurred only a a small number of accounts so far.

I got same msg from TDA last week. So, the recent move to lower "commissions" for those of us trading SPX is turning into appx "double your commissions/fees"! We may need to "role up our sleeves" for more commission negotiations again! Or re-evaluate lower commission brokers again for SPX...

I have not examined this that closely, however you may consider a very simple "tweak" to your current algo to improve slightly... search for an appropriate lower threshold of say for example (50 cents) for the minimum BID to be included in your strikes to be evaluated. (Note: CBOE discards...