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It might be worth taking a look at ivolatility.com or livevol.com. They both have eod data at reasonable prices and you can specify what data you'd like. Afaik, IB's historical data shouldn't go back further than 1yr and likely less than that.

:cool:

Dude, reread my post. I specifically said I don't know what you're doing and am in no way saying it's the right/wrong way to report PL. The poster asked why some people would incorporate unrealized p/l in the net calculation and I said there were reasons to do it and reasons not to do it...

Some people go by the account liquidation value/nav - I could come up with a strategy that has realized profits everyday by simply closing winners and letting losers run, but you probably wouldn't want to actually trade that. Not saying that's what sellindexvol66 is doing, just offering...

Can you elaborate a bit on what a cointegration study is - are you using software to estimate your cointegrating vectors?

Yew arr sow phul uhve shit.

You're right about the speed, but there's nothing quite like the feeling of driving a manual. ...and if you're going the auto route, don't buy Chrysler, they've got too many electronic issues.

...in related news, humans prefer oxygen over cyanide:p

Lol, this is true, though the price targets are only a part of the role. Much like other jobs it's about relationships and they do have valuable insights into companies/management imo.

...but isn't that the point - what good are absolute returns if risk isn't taken into account?

+1. They have a bone marrow appetizer which is prettay awesome.

Cart before the horse? The networking bit is good advice - isn't the guy from SMB a Uconn guy? Maybe try reaching out to him. http://www.smbtraining.com/blog/bellas-blog

Surprisingly, and if I'm understanding right, she only sold deep otm premium:eek:

Ok, this is obviously going to sound stupid since he's made way, way more money than me but is this guy really a good trader? It seems that every few years he's one trade away from a big blowup. First it was the GM trade in '05 which he got lucky on by doubling down, then he blew up with his...

Wow, a really old thread, I know, but still very informative and interesting. Maverick74, Dummy-Variable, Riskarb (atticus), and Sle - presumably, you have no reason to share your knowledge, nonetheless it's much appreciated that you do. Thank you.:) Very good thread.

If you're live and making money then it's all good. That said, you mentioned in an earlier thread you're doing 80%/60% return/risk and I asked you how that compared to buy/hold. Shorting vxx over a similar period would give you the same return/risk without the hassle of active mgmt. So...

How liquid is the spread and were there any actually traded at the price you're trying to get? I'm not 100% sure, but I think they'll only fill your sim trade if there's an actual print in the calendar at your price. I had similar issues and just gave up trying to use the sim for these...

...still too high:D

Facebook to 100, you heard it here first:p

m2c: Sure, it can be viewed as a cost of hedging and if it improves r/r, then that's great. That said, you should usually be able to find a similar strategy that provides the same diversification yet has a positive expectancy (or at least, not negative).