Search results

Tickers are listed at https://www.cmegroup.com/trading/fx/

Trade exchange traded FX options. Globex has them. Globex also has great fills, the spreads look wide but they often fill you at midpoint.

Not sure if I understand the question, but US markets are not protected from foreign investors in any way so anyone in the world can invest in them.

The idea is to buy when relative risk premium is low and sell when it's high, if I understand correct. Kind of contradicts the notion to "buy low vola" and "sell high vola", but when you think about it, it makes sense.

A quick Google search will return tons of people reporting the same. Here's one interesting thread: http://www.elitetrader.com/vb/showthread.php?threadid=210359 On page 3 an IB official clearly states that they reserve their rights to liquidate after hours, but they do not do it under "normal...

You got it all wrong, re-read the thread you quoted...

Yes, IB liquidates after-hours. This is a big problem as you often have very large bid/ask spreads after market. IB is great in most other aspects, but make sure your excess liquidity NEVER drops below zero. You will be ruined. Trust me.

Just someone whos mad Obama won, nothing to worry about.

I see. So it's his fault when the market declines, but not when it goes up. Solid logic.

Excel.

Calculating vola from historical UL vola is pointless, you'd get opton prices that assume delta hedging zeroes out. It's nowhere close to real life.

Yes, it's the markets current guess at RV.

Settlement is in futures Unfortunately I'm not aware of any other symbols, I'm not really actively looking though, there might be others for all I know.

Future options on what you mentioned (ES, NQ, YM) trade almost around the clock. Fills at midpoint on these are common on the Globex exchange. MM quotes don't always display around the clock though.

yes i think we agree..as they say, when there is blood on the streets you buy,. only problem is, how much blood is enough....you just cant know

rolling iron condors is pretty much just taking a loss in delta 1. many have tried the strategy you mention, including LTCM who thought "it just can't go down anymore" because the mathematical models told them so, so they kept adding....others have tried the same...just cause the vix is at 80...

No need for martingaling (which is a very bad idea in the first place) as long as you play limited risk positions, for instance buying puts or just putting in a simple stoploss....I for one do not have particular worries about spikes as I got in short at such a high price, I doubt it's ever...

I've been in VXX and UVXY for quite some time now, made some great money of it. IMO they have nowhere to go but down.

Sounds to me like you're getting greedy, typical signs of that are lack of patience and not being happy with a 20-30% return (really, most hedgefunds would kill for that). Just keep doing what you're doing until it stops making you money. Then find something else. Be happy with what you got.

dont forget short calls are negative delta, which benefit from a crash. but yeah if the market crashes, the convexity is a problem, moreso on the far months. however the closer to expiry you get the more delta sensitive you become, and the less vega sensitive. i'm more worried about the...