For a long time they arb'd the big floor traded S&P contract vs the emini. They would have one guy on the screen and one in the pit and used the hand signals to balance up their book.
Stocks do not have an implied volatility, only options do. Stocks only have a realized volatility. Implied is forward looking while realized is backward looking. Given all the other inputs to the BSM model, implied is the variable that solves for the current market price of the option. If...
Yes you can create an additional user in client portal and be able to log in twice. You can also disable 2FA for Tws in there too but as far as I know they always require it for client portal login. The multiple options are the physical security card, a little key gen device, and I heard they...
I just went back to db's original post in this thread to review and it seems to be gone, is it just me doing something stupid or is this the case for other ppl as well?
If the post is gone, anyone got a copy?
Some hosted, broker-neutral options here:
http://www.rtsgroup.net/trading/rtd-tango
and
http://www.ezxinc.com/asp.html
http://www.ezxinc.com/ezoms.html
I'm not on either right now so working from memory here but I believe both were in the TT / bloomie price range. RTS if I recall...
The trade I am referring to is not about trying to capture a roll cost or mgmt fee decay, it is about leveraged ETFs and a mathematical problem with the way they are priced. Many leveraged ETFs, by design and laid out in their prospectus, are supposed to return some multiple (or inverse multiple...
http://seekingalpha.com/article/262055-shorting-leveraged-etfs-to-profit-in-any-market
Well known, pretty much the short is going to be HTB and if you can get a locate you are going to pay as much in borrowing fees as you can expect the trade to yield.
It is a sound line-of-thought...
for most people, if you can even get a locate, the cost to borrow is going to be very close to any profit to be had from the trade. good concept to understand but a few yrs too late to be profitable.