Search results

i would imagine the margin wouldnt be any more than short 2 verticals and a cash outlay of the 4 remaining. As long as the expiration is identical , IRA shoudnt be an issue.

Thanks Fan27.. can't wait for that course to start ! :-)

Thanks for the input. I hope that after my ML class, I can discern the differences bet ML learning v. backtesting thru a commercially available tool like Amibroker, Sierra. In the above example I can run a backtest like...( won't know till ML class ends where they diverge) Buy1 = Close >...

IOW, you treat it like some black box process where u "surrender" to the tendencies instead of saying what would performance be if I use Trigger 1 or 2,etc?..interesting...

I am going to taking machine learning next term for my MS in CScience since it seems to be latest buzzwords today in the job market. Can someone tell me what is the diff between ML/AI when it comes to trading v. the backtesting platforms in the market today such as Amibroker, Tradestation or...

Condolences Beck

Far from it... Floor is easy! There is a HUGE structural edge being on the floor- cheap commish, b/a spread, no worry about fat finger, or internet connectivity right bef mkt closes. Picked up a lot of bad habits too. If I were to do it all over again, I would've preferred making less on the...

picked off like his mkt is 4/4.1 and suddenly he gets lifted for size on 4.1 , then news breaks and now he is short gamma with stock up $5

I have always wondered how MM these days make $$ given the sheer number of options exchanges alone (16?) in equities. I have a MM friend at IB and he tells me they get picked off enough which surprised me bec I always thought that Ib had a good enough technology against that. A question I've...

Hi. I used h/s as an example. Those things you mentioned are easily quantifiable thru line-by-line backtests where hundreds of trades are listed so you don't miss any that satisfies your filters. Examples such as when does the spread blow up? 930-10a NYSE time or 11a-1PM- the "noon balloon"...

have you considered ramping up your research from eye balling charts to something more quantifiable, replicable and most important reasonably removed from typical biases associated with just "eye-balling" charts? I was a softs floor trader for years and 1 traders head/shoulders is another...

hi destriero, so when you say "think of vol as synthetic time" do you mean think of implied vol or realized vol as synthetic time? Just to clarify, if you put on a straddle "x" for $2 and 1 week later it is still $2 for whatever reason, how does the above comment apply to this position X? Thanks.

This will cause a material displacement of all these desk traders 5-8 years out much like the AWS cloud has displaced lots of sysadmins now. It will be gradual as various aspects of AI and machine learning gets rolled out. The final nails might be when Natural Language Processing is incorporated...

There was a great post here a while back about root vega or how to be vega neutral... find it and take his advise. There is also nothing wrong with taking some off. If you have sold something against it as per your initial post, why do you think that is not sufficient ?

Why pm? Why not? if they have a specific question, then least they can do is to look me up and fire off questions this way. I am not vendor/ as far as contractor. ..for a very healthy price, my hours can be bought in bet my trading hours. I am a "superuser" of AB for past 3 years and bef have...

Amibroker can do custom spreads, trade off of it, fire off api signals from it. Pm me for more info.

Pm me and I will direct you to your 1st steps so u don't waste time. Ami, with an in-depth cognition of its limitations , is miles ahead of other b'testers. For instance, you can calc payoff on trades where you initially have a call spread, then ticker moves, and you slap on a sold call spread...

tom.. u r too funny :-)

tortoise.. I am 2.5 hours from Boston. I am an "empty vessel" for trading methods and would welcome your insights. LMK, I can visit my daughter too- she in J.Plain!

joebone, the thread is "Amibroker options backtesting" and i can tell you it can be done for I have been doing it for 1.5 years. Much like any tool, whether it is a hammer or a leafblower, options backtesting using Amibroker has limitations. As examples here is what it can do-simulate PnL of...