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If you had a magic device that would let you receive implied data at line rate from a line rate OPRA/FAST feed, what would you like to see? Per-tick greek recalcs? Alternate volatility measures? "Theoretical" pricing from standard models? This is Dr. Crane...I'm listening.

What do you think the price "should" be?

No, it's our fault for not voting out a suicidal trade policy.

That's a problem. You're making decisions at a faster rate than you are sampling/bucketing the price data. Backtesting analogue of violating Nyquist.

Figured there'd be a follow up to the "indicator" thread...

Wasn't whining.

Is this supposed to be a joke post?

Typical response from ET crypto-socialists - presumption that somebody owes them something.

Yes, indeed. I have a relative who recently had a pacemaker implanted. An obese, extremely unhealthy relative who is almost certainly going to die soon, and unpleasantly. With finite resources available, we really should be asking ourselves whether emergency care for this one person is...

You want to talk about delusions? Here's one for you... In 16th century Britain, if you made it to the age of 21, your life expectancy was a very modern looking (wait for it) 71 years. 71 years! Think about the social policy ramifications of this. It basically says all the money we...

People are blowing up all over the place, leaving behind bag holders. Some of it legit blowups, some of it orchestrated fraud. I'm not convinced modifying the payouts is the way to go, though. The root problem is too much allowable leverage. Dial that back, and a lot of the issues ameliorate...

Of course not. It would first go to paying down the costs of the previous dozen-odd bailouts, the costs of which have amounted to a subsidy from taxpayers to market participants. We are a long long way to break even on history, once that bill has been paid, then we can worry about a "lock...

No problem, always happy to help the ET socialists dressed in capitalist clothing.

Nonsense. "Wall Street" hasn't even paid back yet the developing-debt backstops from 30 years ago. This industry is based on an endless stream of handouts, and that needs to change, ASAP.

Dollars are fungible. So are Euros.

If the point of the tax is to fund future inevitable bailouts, it's fine. Somebody has to pay for it...

It's been a while since I looked at them - my recollection is that Lime requires colocation at their facility (basically renting rack space from them) and you cannot get third party feeds in there (at least, not easily, cheaply). Assuming the situation hasn't changed, those aren't really huge...

They don't. Strategies that backtest successfully are as common as dirt.

That's what I originally typed. But, as old as I am, I'm not quite old enough to have personally experienced how much of that disaster was a well-intentioned mistake and how much was "hey, this will help with the polls!". I'm willing to go with the former considering he didn't run again, but...

If an attack on Iran happens, it will have nothing to do with Israel. It will be for the same reason all US presidents since Reagan have sent in the troops - domestic election reasons. Iran is safe as long as Obama feels his re-election chances are safe.