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Does GLD follow the gold futures in term of percent movement very closely? thanks

i am not sure what you mean by optimized parameter. But before you start, you may want to think about how to design a realistic order fullfilment module for options, otherwise you will just be wasting time. I was able to create a very accurate backtesting system for es mini with about 10...

What are you talking about? there are massive volumes on the downtrend on the shanghai market. As richardyu said, do not expect major bull runs back to the highs until the new share issues are done.

truth.

or a diagonal spread? as it's a vertical + a horizontal. But does the name really matter? One thing, by have a net premium = 0 does not necessary mean net delta = 0 = delta neutral

Below is the scenario, if this is your position what will be your play at that exact moment in time and why. I am interested in analysis on the option (covered put) only, not fundamental discussions. 1) 2 days till expiration 2) 1.2k unrealized profit on the table 3) greeks (all values in...

I thought english wasnt masteratwork's first language based on his previous writing styles, now all of sudden he's writing fluent english. This is just too weird

I really dont want to beat a dead horse, but it's been more than 9 months since i started using IB and i still could not get mobiletrader to work AT ALL. Everytime i try to log in, it says the session has already expired and kicks me out. I did all the cookie/port change/calling support...

works ok. i use nj's charts and ib for everything else.

Would add a long otm strangle to the naked short straddle be better. If you just do a naked short straddle, and the news gaps in either direction you are screwed. In the current market condition, this has happened quite often - anytime there is surpirse the stock just gaps ie: goog, nflx...

i got the sd part, but gonna need some starbucks before trying to understand the rest of what you are saying :) But fyi in IB: under Configure -> Volatility and Analytics -> Volatility Units -> you can change it from Daily (default) to Annual. Then the numbers will match the ivolatility...

please check here: http://messages.finance.yahoo.com/mb/MER

Joesan, do you know if shorting/daytrade is allowed on the index futures once they come out? also is there any date when the options will come out. They been talking about it for a while, but nothing ever happened. The olympics opening ceremony will not be live as it's too early for the US...

the sentiment was that the government will prop up the market before the olympics to create stability and "happiness", so the market should raise before the olympics, then followed by a major selloff after the games end. Of course the government didnt do shit to help the financials, and the...

atticus, can you shed some light on how to trade the exotics. The only "market" i was able to find are basically betting sites, that has either very little volume or do not accept us accounts. Is there a real market that's relatively liquid and has exotics for trade, even if for the very...

dunno why cnbc is linking to his old videos on the front page. funny stuff lol.... http://www.cnbc.com/id/15840232?video=452808336

I think the large difference is due to the daily vs annual you guys said. In the IB video, the lady said they use the 100-step binary tree to calculate volatility for american style options. And i know ivolatility does it differently per their faq. I vaguely remember how to code all those...

For ticker etfc, on ivolatility, it states the HV(10-30days) is between 122% - 130% and IV index is at 90%. On IB optiontrader, it states HV is at 7.69% and IV 5.36%. The HV/IV ratio seems to be correct between the two, but does anyone know how the actual numbers are so different? I know...

optioncoach, I am curious how you pros think of the greeks. For example, below is the IB risk navigator. Using the es mini atm short straddle as an example. <table...

hsbc