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Yeah cool...so you've found that an options market maker sells a call to you without dividend discount so you sell a call/buy a put for even money and arb the dividend? Can you please tell me who you're trading against so I can shove a couple of millions worth of premium down his throat?

Update: You don't get the dividend when you do a covered call. The call is discounted by the dividend amount. But hey: at least you pay taxes on the divs :D:D:D:D

https://cdn.cboe.com/resources/membership/EDGE_Order_Type_Guide.pdf http://nasdaqtrader.com/content/productsservices/trading/ordertypesg.pdf https://www.nyse.com/markets/order-types ... .. . Use google for the other exchanges. Over 200 different order types. If you learn when to use which...

I guess you've got that idea from a 20 year old trading book. ISLAND has been bought in 2002 and doesn't exist in it's old form anymore. Also you probably missed REG NMS. Just forget about it and continue using TWS. What is happening on a micro/routing level is currently way above your head...

How much did you pay per 5star review on trustpilot?

Please make sure you understand what you are getting into. Direct access means you are responsible for choosing venue, route and order type. Currently we're looking at close to 70 different order types for NYSE Arca and there are 13 different exchanges in the US. Make sure to check if all...

First of all: Idea generation comes from watching flow. You code after that. Watching flow also alerts you with regards to risk. Build your risk management rules and cut offs around that. e.g. if you traded STIRs in 2018 from just looking at stats alone you would not have realized that the...

+1 Thing is that CME clearing and settlement infrastructure is too slow and outdated for processing a 24/7/365 market. That's why CME's crypto market will always be a market for boomers who can barely handle an iPhone or HFs who are to lazy to setup an offshore subsidiary to be able to play in...

There is not a single company out there that has outright price risk. They rather hedge their inventory with forwards and make a profit of trading the basis. The problem is that physical inventory is not collateral for financial instruments, they need cash to margin their hedge...which they...

Hedge, lend out, make some returns and avoid negative interest rates

Not true.

you will figure it out as soon as you understand why energy companies go broke when the energy (oil/gas) price rises

If you short FB at 120$ after it collapsed from 380$ you are probably doing something wrong

No study. Fire up a spreadsheet and do your own tests. Why would you believe something that has been fabricated by a random online guy? Do your own research and verify for yourself.

Not significant at all. The only way to properly evaluate a trend following strategy is to measure it against autocorrelation in the specific assets. -> Asset autocorrelated -> You don't make money -> strategy sucks -> Asset not autocorrelated -> you don't make money - > market selection sucks...

Are these the same studies that show how you can regain 20/20 sight with one simple trick? You know...a harvard professor got fired because he revealed the secret and banks hate it

what I actually need to know: 1. Can I start shorting? 2. When does it end?

Here you go smarty-pants: How to setup a HFT environment -> Call the exchange/venue and ask for co-lo. Buy a server, put it into the rack, connect via VPN. Done. Honestly, if you don't even got this far, don't do it.

What about not holding till expiration?

I really don't get it how retailers think about these spreads. What you are doing should depend on the price you can execute. When the roll is more profitable, then for the love of god just roll. If you cannot evaluate which action is better, you should not put this position on