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IDS or DEF, What will the requirements be? Can your average US based retail trader -- me -- push them around on a slow evening? :) Or are there some hoops for US traders?

No problems here and none the last few days.

Riskarb, Do you keep a running PnL on each market you trade as well as the particular strategies or is it just one big blotter...

I had to call Chicago to get an answer....drum roll please. They're working on it. No ETA (maybe this week). :)

IMO, what you say is not really accurate. Backtesting does the following: 1. Eliminates obviously inferior strategies. 2. Identifies strategies with a high likelihood of statistical success. 3. Provides the ability to auto trade and take the human factor out (good and bad). Especially...

Well, I can see a motivation as the initial experiment took a second move against it today and something like what you are suggesting with the XSP's as a repair strategy for that spread might have worked well. FWIW, it seems to me that RiskArb's repair strategy is to partially hedge his...

Brain fart. :) You're quite correct. I meant sell the put... It just doesn't seem that attractive to me with a diagonal of only 5 pts That's one day's chump change of late. Because of that, it really looks like a covered call to me -- although I acknowledge that strictly speaking you are 5...

Isn't this more or less a covered call? Why not just buy the put...

I have to admit it looks a bit raw today. :) Guess the Fed tomorrow has some people jumping out early.

Did you buy the license or are you on the monthly scheme?

On Friday they showed the SPX weekly option contracts. Today they don't. However, if you had entered the contracts on Friday you could still get quotes and trade today...not very professional.

I have the original quotes set up and running from Friday. However, I can't find anything today to get new quotes...

End of month markups in progress bigtime...

Just checked and you are correct that the contract no longer displays using that method. We'll have to wait and see what happens when the market opens.

For IB 1. Enter SPX 2. Select Options 3. Select Nov,strike, call/put,route There will be two choices remaining. One will be the weekly. It will start with the "J" designation.

I know some folks that used to run and test pairs (or spreads if you like) systems. Basic output was the theory began to fall apart in '04 and hasn't really come back since. Be interested to hear -- in a general way -- if anyone is still able to find pairs that remain correlated long enough...

I saw both and tried to sell an 1195 towards the end of the day but IB said it couldn't value the contracts and rejected the order.

yes, I understood that....was just referring to IB. It's going to be interesting to see that theta decay next week.

Interesting... I tried to sell a weekly contract 1195 and IB wouldn't let me. Said it couldn't value the contract at this time. So, the quotes may be for display purposes for retail traders right now... On another subject I suppose these weekly contracts will be subject to the Friday...

Dear Trader, Currently we are working to provide this product to all of our traders, but due to system constraints not all traders can access this product. We should have this issue resolved and fully functional by early next week. IB apologizes for any inconvenience that this may have...