Search results

So in other words you just buy calls every week and put on the genius hat.

Honestly time series DBs aren't really all that special. Either they're columar or row based and offer a time series specific query language or something generic. To a more specific level they may be oriented towards financial data. All may or may not support replication, transactions...

Stratified liquidity is fucking stupid. Schemes like this only serve to break markets further then they already are.

You might already know this but the most important thing to know about VIX options is that they aren't options on the index at all but options on each VIX future. For all intents and purposes they are VX option rather than VIX options. However with that, the trading schedule is that of the VIX...

You shouldn't need live data for this though. The exchange will report back the fill as an explicit message to the broker and you can go from there. Quote data isn't necessarily needed for this. Also you should remember the market doesn't care what your entry is - why set stops offset by a fixed...

I've never seen TWS to use over a gig and a half of ram. Not really an issue with today's memory configurations. As far as the disconnects go @nooby_mcnoob you're going to have to solve that issue whether it's on your own box or "in the cloud." The connection could disconnect at any time for...

If you're doing analysis before the open you can use eSignal delayed data and not really have to worry about ICE data fees. Do you really need live data to set exits if you've done your analysis before the open? With regards to the timeframe question I had though, you mentioned daily trading...

You mention daily entry and close, but what's the primary timeframe you're basing the trade analysis on? My initial gut reaction to the daily stop losses is that for some instruments I could see you getting stopped out over and over on some of these unless your entries are perfect (e.g. KC...

Classic bubble/mania based on projected ideas of future use built on a seriously flawed implementation. There's really no need to hedge words here. Will cryptos and/or blockchain gain mainstream usage at some point? Yes. Is that point now? No. Multiple entities will not allow it. C'mon folks...

ET has a low threshold for bullshit for the most part. ET is also capable of recognizing a blatant bubble when we see one. Now combine the two.

Should probably announce to the world how "bullish" you are on things when you need liquidity to close out your 10k BTC bet before you don't have the chance.

IMO the lack of physical settlement or reasonable fungibility, while a significant issue, is more of a symptom rather than a cause. It's definitely not the first financial future, but it certainly shares traits with other problematic futures in the past that have settlement and/or delivery...

I'm eyeing CC here too.

Kind of a bummer given that they represent more safe trading venues from which to even touch this thing at all. The rest of the exchanges might as well be fly by night bucket shops - as when the shit really hits the fan they'll act accordingly. In the back of mind I kind of viewed the...

It's one of the most liquid contracts in the world. Funky new products aren't going to add liquidity - monetary policy change will. The exchanges of course have no control over this.

Where will then spend another summer waiting for and iterating on the results.:D

That and the fact that usually people with legit professional business endeavors aren't also advertising on escort sites. I personally wouldn't do business with anyone involved in that kind of thing because of the high probability they're not actually who they say they are.

BTW: Did you guys happen to see this stuff at any point? Pay attention to the phone number. Dude was super sketchy.

He wouldn't be doing it if there wasn't a point to it. The reason he's doing it is to create an order book imbalance which algos will act on and hence he gets filled on the other side. When he cancels orders on the imbalanced side and price moves back. IMO if "spoofing" were simply allowed it...

I guess this is the point I was trying to make earlier. There is no such thing as a "proper time series database" only people's ideas of what "proper" is for their needs plus the typical marketing stuff that shows up as usual. I'm sure you know how this works. A lot of people believe that...