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Solvitur ambulando.

Wow -- 32 and already hitting The Midlife Crisis. That speaks very well for you. (IMO.) You sound like currently you have a bit of capital, and are not particularly tied down. You have some ideas, and are pushing them around in your mind, throwing it out to the general public (that'd be us...)...

And "size" here means total $$ exposure, not some "number of contracts" or "width of longs vis shorts" or some such. If you sell something for 50¢ at a 10 vol, and "something bad happens" and the vol pop takes things to a vol of 20+ and your 50¢ sale has to be re-purchased for $2.25...

IB cares about 1) tax authority(s) 2) exchanges 3) profitable operations So, nothing happens without making sure that those three things (and especially the first two) are happily situated. For you, then, and regardless of the 50 different state regulatory schemes (and it sounds like CA's is...

I have been asked for recommendations, and I just can't yet, until there is a definitive statement from the (US) feds with regard to legal treatment. The Obama White House said only "We're gonna go mostly 'hands off'" and that allowed for some creative (but doable) capital involvement. But right...

"...The raft of crap"??? Not to rekindle anything, but it's only been the stated 'volente' fans featherweight, goochi, and theotherguy, who were seeking to insult or berate anyone. After 23 pages of what was started as a lightweight discussion, no one need think this thread was/is anything...

Well, essentially, the closest thing to what you're describing is a particularly-tuned MACD histogram. It's not an oscillator in terms of cycling between 0-100, but it is (ostensibly) centered around 0. (That 0-centeredness is false, by the way, right? Yep.) And in the meantime, you have to...

From a strickly "Statistician" point of view, I'd want the autumns of 2007 and 2015 explained first, and then I'd investigate why there are no material drawdowns. Although there are statements in the verbage regarding robust backtesting and estimation that's not dependent on immediate-past...

Gimme a sec. "Beer is proof that God loves us and wants us to be happy." Go Ben.

1) different accounts for different strategies. (long mkt; index spreads way-out; index spreads closer in) 2) portfolio page (IB's TWS) set up on expirations 3) off-line positions spreadsheet showing full inventory by strike, by expiry, with p-greeks and market values. 3 rather different goals...

No one but you and your crib-mates think this -- which our psychology friends would remind you is "projection." As is, "...Your breathless retorts prove what an unhinged loon you are." ErrrmahGERD! You peddle psychodrama. You invent enemies. And motives. You be some sad-ass critters. Earns...

And the dawn cometh.....:rolleyes:

No help, here. I've been "happy" at ib for 10+ years. As far as ToS/TDA goes, I can't even reply knowledgeably on the rumors, let alone facts. There are some who trade through both -- there's an ideal source.

Sorry your reading comprehension suffers so. This is not the first such thread for you to go this route, is it. No. But I'll offer you (and the other two) this: you wish to somehow impugn me as a person, for a flip call I made, in a flippant thread, as if any of it mattered in real life. And...

And more particularly, how much work do you want to put in? The Cadillac is *literally* a turn-key prospect, ready to perform at it's highest level. The McLaren is a tooth-rattling loud brutal cage, that must be torn down, rebuilt, measured, blue-printed, customized, re-jiggered, all to just...

Margin requirements are increasingly a moving target. There are controlling-regulator requirements that will be consistent (SEC v SEC; CFTC v CFTC) but any broker can require more than that, and change those rules, and overlook offsetting positions, any ol' time. Having a handle on the general...

Grow the fuck up. "Circumvent all responsibility"??? Ohferchrisakes. You're just like the other two with that. Who, in any post, is responsible to whom? And for what? G-rowwwww the fuck up. Seriously. OR, give us all a nice sweet essay on Making the Responsible Call or some such. If you can...

And did you read the follow-ups? Before feathers and gotchers showed up, all serious and brow-furrowed, like their worlds were going to end? A little perspective, thanks. "Deep breath, everybody." It starts with you.

Where are your personal issues on display for the whole world to read? Right here. Where did I "own up" to having missed the market direction for Friday? On Thursday, at 4:50pm ET. about 100 minutes after "the call" was made. Either you're really really slow, or you knew that. I can't tell...

I would definitely recommend coding it yourself. What you noted (bid-ask spread as a function of capitalization) is likely an anomaly on that contract, and may disappear *tomorrow*, and you'd want to be all inside that code to be responsive to what you see in the future, in that and in other...