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  1. C

    Slippage on futures/ Frontrunning

    and that for one lot ... ?!?!:eek:
  2. C

    3 minute charts at IB ?

    use quotetracker, ib charts suck
  3. C

    A hedging approach to FX Carry Trades using currency futures

    no, it's just the reverse position so this makes no sense. Read up on how futures are priced, intrest is calculated into them.
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    Plunge Protection Team working overtime

    there exists no such thing as a PPT !
  5. C

    Question Abt Interactive Brokers ' Hidden Order'

    why for god's sake use something like iceberg or hidden order for a 10 lot, it's not going to help you, on the contrary, it's probably counterproductive. It's not like you're moving the market is it ? When I was trading options I was much more interested in trading 10-50 lots, even 100 lots at...
  6. C

    Delta-Gamma Neutral Self Financing

    do the math and you will know the solution
  7. C

    Delta-Gamma Neutral Self Financing

    they all influence the delta, gamma and vega figures through the option model used.
  8. C

    Delta-Gamma Neutral Self Financing

    I did this a bit too fast and forgot to multiply the delta's and gamma's en the vega by 100, so the equations need some (minor) adjustments
  9. C

    Delta-Gamma Neutral Self Financing

    There is a lot of information too much here I would need to do the detailed job myself, but from what I think (i'm better at the real thing than these artificial made up examples) you would need to solve three equations with x number of puts, y number of calls and z number of stock...
  10. C

    Delta-Gamma Neutral Self Financing

    I can't help asking: "is this your homework ? " The answer is just a simple set of equations and solving them
  11. C

    who determines amounts of futures contracts available for trade?

    you can not "choose" not to sell it, it gets settled in cash if you still have it left at expiration day.
  12. C

    Stochastics and price action

    it's still not too clear to me where you get out (target/stop). Could you post a chart, like they say: a picture tells a thousand words.
  13. C

    Stochastics and price action

    if you want to backtest more months get a free trial of sierra-charts and download historical data from opentick.com for free and you can test all you want for fourteen days ...
  14. C

    Some observations on scalping Crude

    thanks for explaining
  15. C

    Some observations on scalping Crude

    What do you look for in the 5 minutes charts ? patterns that confirm the trend ? do you get out at the end of the day ? do you have fixed targets or do you look at your other timeframes for that ? Today the trend is still down, where would you have gotten in on the 5 min chart ?
  16. C

    InteractiveBroker (IBKR) IPO RAISED RANGE

    your not buying a broker, you are buying a market maker business
  17. C

    IB - WTF is this?

    yes, because of your frequent bashing threads of IB, IB has decided to totally remove your account !:D :D :D get a clue sucker :p
  18. C

    beware of IB's cancellation fees

    this is a thread about options, get a clue
  19. C

    beware of IB's cancellation fees

    the only reason cancellation fees were installed was to prevent off-floor pseudo market making. I used to do this. It was a small margin business and I made a nice profit almost every day consistently, but it was impossible after cancellation fees so I quit doing that.
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