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Obviously I'm not familiar with IB's "SMART" routing. If they're constantly routing you to PHLX or PSE then it's a problem. At least they didn't send you to the AMEX.

Modify to whatever volume suits you. Personally, I'd look for a new broker if buying on the ask isn't almost instantaneous. NO, I repeat NO, diversified large cap sim is going to work in the bear market years of 2001-2002. Quit wasting your time. You might find a small value, sector-specific...

I'd guess it's closer to the top 200 accounting for 95% of the volume. The QQQQ's and GOOG do a lot of the damage. You can still trade the stocks you want to trade, just adjust your expectations accordingly. I'm not sure how TWS routes options orders, but from the lack of complaints I've...

I'd guess it's closer to the top 200 accounting for 95% of the volume. The QQQQ's and GOOG do a lot of the damage. You can still trade the stocks you want to trade, just adjust your expectations accordingly. I'm not sure how TWS routes options orders, but from the lack of complaints I've...

Your parameter worked fine for my sim. For my sim, I started from scratch, used a ranking I had created, and then entered my usual criteria (primarily price, volume, and weighting related checks) plus yours. Try AvgVol(60) >= 200000 to cut out the low volume stocks (drop the PctAvgDailyTot...

You need to spend a bit more time. You can copy and modify the existing screens, rankings, etc. to your hearts content. (hint - you'll need to add or modify MktCap and/or AvgVol to suit).

1. You'll likely need a margin account. Some brokers will let you do defined risk option positions in an IRA/cash account. 2. For a debit spread they'll charge you the debit up front. A credit spread typically will reduce your buying power (essentially the broker holds the cash to cover the...

Most of those don't have very liquid options. JBHT has had a whopping volume of 1 on the MAR 25C. That's most of the problem. I suspect (key word) the other part of the problem is the other orders you see coming in may be to complete spread orders. They will take precedence over a single-leg...

luh; what stocks are you looking at?

That's the one I use. I get stocks, options, and futures prices.

There's a North American data option for stocks, options, and futures (if those are your markets). It's US$10 a month, unless you do over US$30 in commish, then it's free.

Buy to open and then sell to close - you are out. Count your money.

Thanks for the explanation (and example).

I would love to hear more on the 'carnival spread'. I think I've done this before, but didn't have a name for it.

The dart throwing aspect of it comes into play there. Small and mid cap in general have been outperforming large cap for awhile now. Someday that will change. I've used the system as a screener (with my own ranking system) for my long-term trading. It works great for that.

Concur on RUT, but the jury is still out. I have a diag on from 2-3 weeks ago that was getting a little far out on the curve. As for correlation: OIH, XLE, and TLT seem to have decent option volume and the chance of getting decent fills. For the most part they're not extremely correlated to...

yet another INTJ

Take a look at the new mini-basket advisory. They'll be combining the best of the multiple strategies in one portfolio. I ponied up $20 - cheap education.

welcome back.

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