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    Ad hoc dividend ATVI, strike price adjustment?

    Yeah, the dividend doesn't change the cash settlement price.
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    Ad hoc dividend ATVI, strike price adjustment?

    On July 19, ATVI has announced a non-scheduled dividend prior to and not contingent on the closing of the transaction (meaning Microsoft taking over ATVI for $95 a share) https://seekingalpha.com/news/3988687-activision-blizzard-inc-declares-missing-dividend. Being short a call at the take over...
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    Intraday Options Trading ?

    I think it's already very hard as a retail trader to make more money than your costs. Implicit/explicit transaction costs on options are way more than on stocks, in general. So I also would say, again in general, it is not worth it.
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    Trading US Treasury Yield Curve

    Interesting, I don't see immediately what the edge is you are trying to exploit, since you are retail I expect it's mostly longer term/directional? The yield curve traders I knew would make their money from the bid ask spread.
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    Trading US Treasury Yield Curve

    Have a look at CQG autospreader to see some pro's tools
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    Vol Smile & Black Monday, etc.

    Somehow those kinds of arguments don't satisfy me. Basically it is saying (if the effect is big enough) there is your free lunch. Same argument as to why implied volatility ought to be higher than historical: "more demand than supply for long options". If that were true, I'd expect the effect...
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    Haircut of Canadian treasury bills used as collateral

    Interesting thread about cash maintenance, something I have been very unfamiliar with. Could someone check if I understood correctly (more or less, and I am assuming here futures options and options on stocks work the same)? I have a Euro account at IB Ireland. Trading mostly US options on...
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    Fat Belly Yield Curve

    Would it be the same if I just get into a long eurodollar future expiring 6 months from now? Seems easier and more liquid.
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    Fat Belly Yield Curve

    Interesting. Now, how to profit from this?
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    large cap bid-ask spread and trading algo performance

    opening/closing auction and unless you are a very big trader 0 slippage
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    Long Strangle with Puts only

    long ATM put, long 50 shares, voila. https://www.optionsprofitcalculator.com/calculator/2-legs.html
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    If most ppl lose when they try to win $$, what happens when they "try" to lose $?

    Could you rephrase, please? Trying to figure out if there is something to do this post.
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    If most ppl lose when they try to win $$, what happens when they "try" to lose $?

    It would be beneficial to analyze how those losers lose. Is it because they have a canny foresight into future prices (but then the wrong way)? Or is it more likely they lose because of over-trading without an edge while paying commissions and bid ask spread, or they gamble too big positions...
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    I want to throw TWS into the dumpster; so slow NOW and I can't use older builds

    Made it worse, I am just gonna make sure to not leave the orders tab open and I am good.
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    I want to throw TWS into the dumpster; so slow NOW and I can't use older builds

    Just found out that when in the Activity Window the Orders tab is open (at least when some strategy orders are open), TWS starts hogging my CPU. Took a couple of hours, but sluggish TWS solved for now. Hope this saved some of you some time.
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    What's the point of machine learning?

    Fair enough. I liked "the book of why" regarding causal AI. On another note, my opinion on the subject is that financial data is too noisy and sparse (except in very high frequency) for any realistic advantage with AI for most investors. Never say never though.
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    What's the point of machine learning?

    What do you think of "causal AI" then?
  18. T

    Limit orders on options, gaps

    Reason is I would like to set and forget.
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    Limit orders on options, gaps

    I see, thanks. I do see in the picture in the bottom though, there's an option to select "ignore open auction". Implying open auctions are not ignored by default. I guess I'll have to dig deeper once I have an account. https://www.interactivebrokers.com/en/trading/orders/loo.php
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