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  1. i960

    Strategy: Selling Put Options: The Best Income Method?

    Dude you're going to get killed at some point. You're juicing things up to get any return and completely open yourself to gamma risk in a big way. This *will* happen. You're diversifying against different holdings but I seriously doubt you're diversifying from a delta perspective. It has been...
  2. i960

    Cannot log in to TWS

    Regardless of what should be possible, earlier it wasn't possible to login - atleast on US servers. I can validate the OPs problem because I too was trying to login to change my data stuff around following the recent changes to it.
  3. i960

    IB sold me put vertical for a large debit that should have been a credit

    Never do this unless the spread book is horrible in liquidity or depth which they typically are not. For every time you luck out legging in there will be plenty of times you do not, so avoid the risk/time-sink/etc and just use the spread book. Ugh, just don't.
  4. i960

    Nooby McNoob becomes a quant

    Technically he's correct. A tuple is just a finite ordered list. The actual length of the tuple has different names like "single", "double", "triple", "quadruple", etc. https://en.wikipedia.org/wiki/Tuple
  5. i960

    The S&P has topped

    Market has/is been pricing in increased vol:
  6. i960

    Something to Leave you With

    This isn't rocket science and isn't even about infrastructure. It's entirely about cost structure. If it were costless to do this then there would be no edge as everyone would be doing it continuously. Fact of the matter is that this is simply delta hedging and nothing new. Frequency is...
  7. i960

    Bay Area food-delivery service exploring an IPO this year

    If you subtract the price of the crock pot that's like 60$. Who the hell cant slow cook some steak for four for less than 20$? Ridiculous stuff. Anyway I checked it out and it looks like it's 4 meals plus a steak meal so it's not as horrible as it sounded but throwing meat in a crock pot is...
  8. i960

    Carbon Emission Futures?

    Don't even bother with the CME thing, ECF futures on ICEEU have significant volume. Stick to Dec contracts (and sometimes March). This is data from today so vol is a bit low but check any daily chart and there's vol. If the 110$/month to trade on ICEEU (where you have access to ICE Brent...
  9. i960

    Interactive Brokers historical data vs Quandl (CME)

    I don't even bother with RTH charts or any of that - I consider the full session time available, especially these days given the increased globalness of markets.
  10. i960

    Bay Area food-delivery service exploring an IPO this year

    It amazes me (on the other hand, I guess it doesn't) that we've come to this point. Rather than having individuals figure out how to make their own meals (i.e. actually learning something new and being self-sufficient), we instead make kits with quaint little instructions and pre-divided...
  11. i960

    Something to Leave you With

    How is this is not just simply delta hedging which everyone and their dog already knows about?
  12. i960

    CME tag 37 changes, anyone have thoughts on this?

    This kinda hints at the fact that a single order-id, even if it can't be traced back to a unique entity, still reveals info (such as size).
  13. i960

    CME tag 37 changes, anyone have thoughts on this?

    Nope, the point is that after the 27th it's no longer opt-in. 1091 pre-anon does nothing then. What I'm trying to determine here is what's the point of this change? How is this more "transparent?"
  14. i960

    CME tag 37 changes, anyone have thoughts on this?

    Something about this sets off the paranoia and I'm curious if I'm reading it right: http://www.cmegroup.com/notices/electronic-trading/2017/03/20170313.html#tso http://www.cmegroup.com/confluence/display/EPICSANDBOX/MDP+3.0+-+Trade+Summary#MDP3.0-TradeSummary-TradeSummaryOpt-In...
  15. i960

    Someone Yelled Fire In The US Equity Markets Today.

    Probably more like money flowing out of smallcaps and into Nasdaq related stuff rather than back into SPX. main is ES/NQ, magenta is ES/TF, blue is NQ/TF
  16. i960

    The S&P has topped

    Credit where credit due @volente_00, right @propwarrior?
  17. i960

    The S&P has topped

    Market is down 1% and people are already flipping out. They might as well just turn the thing off on the next 10% down day (and if you ask me they might just do that).
  18. i960

    FTSE 100 moving from ICE to CME?

    It *is* arbed to death. The market environment/players when ER2 was alive was different than it is now. If you're expecting it to just resume where it left off, fat chance. Also, people are bitching about 110$/month in data fees? Yeah, it's expensive, but it isn't 500$/month, and if you can't...
  19. i960

    Ag trade ideas

    Nobody trades softs on CME - just like nobody trades grains on ICE (with the exception of canola I guess). Both sides simply need to delist the copycat contracts, period.
  20. i960

    Ag trade ideas

    Various NY cocoa spreads starting to turn around on the daily/weekly now.
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