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It looks like it might go from 50% margin to something like 15% margin for stocks based on TIMS etc. Don't quote me on that!

Yes, that article seems to incorporate the "post-pilot" proposals and some of the resultant decisions i.e. it is probably more up to date than my assessment that I built from trawling through the different documents on the SEC site.

If you have a look at some of the comments from IB on their feature poll e.g. number 1046: http://www.interactivebrokers.com/en/general/poll/poll.php Not that I'm aware. I only saw references to stock + option combined positions. That could well be right! Let's hope so.

As per: http://msnbc.msn.com/id/15280129/ Some of you may know about the upcoming implementation of Porfolio Margin to replace the current rule/strategy based margin requirements under regulation T under certain circumstances. What is this going to mean for the average retail trader...

Because I've read them ALL already! LOL. Want some new stuff to chew on :)

IV, don't you get tired of bashing the folks on the SPX credit spread thread LOL? Black swan risk is discussed regularly on that thread; they are not ignorant of the dangers but prefer to take their chances...and the money, 90% of the time. Die thread die. I think Tower is on a mission to...

Thanks for that. I'll have to spend a little time dissecting the information you presented :)

How would you go about calculating fair value?

Yes, that is part of the non-transparency I was referring to. VIX spot calculation is straightforward and a direct derivative of SPX implied vols. There is no room for interpretation. VIX options are a different matter. The VIX Options FAQ explains it very clearly...

Is YouTube an example of survivorship bias? There are 50,000,000 smart guys doing other shiite that don't have YouTube success.

Okay, perhaps I've misunderstood. Have you realized a loss or are the positions still open? We are some 32 days from November expiration. A lot can happen in that time. I'm obviously not familiar with the exact trades or amounts at risk but I assume you followed their recommended position...

No offence, but asking if VIX tracked equity index vol is a little non-sensical if you are familiar with the VIX calculations :eek: Oh well. As for trading VIX options: I have dabbled but I do not find them useful just yet as my brain isn't as big as Maverick's. I believe it requires having a...

VIX is derived from various SPX options - so yes, it tracks equity index implied vol well, if the equity index you are interested in is the SPX. VXN for NDX. http://www.cboe.com/micro/vix/vixwhite.pdf VIX Futures and Options, well that's a different matter...

It just gets better. Wish there was more in the EW (End of month) variety too.

*rubbing eyes* I'm seeing, but I'm not believing. Could it be? Negative feedback about thinkorswim?!!! It's unheard of! It must be a joke... Seriously though, perhaps it would be wise to wait for any response and/or resolution to the matter before posting? As Yoda would say: "A...

Indeed, who knows? That's where www.momoneyscrystalball.com comes in :D Sure, I could miss an opportunity. I'm not risking any money by waiting though and there's always another bird flu around the corner (yes, what happened to that?) :D

Under the POSITION AND SIMULATED TRADES section, change: Single Symbol -> Portfolio, Beta Weighted. This plots a beta weighted risk profile for your entire portfolio. Select only your SPX and SPY positions to graph by checking the appropriate boxes. Enter SPX as the beta symbol (top...

Yes, they are calendarized butterflies. In other circles (e.g. thinkorswim) they are known as straddle/strangle swaps. They are one particular type of double diagonal and as such, a lot of the information discussed on double diagonals on this thread apply to them. They are long VEGA and so...

Not good. Giving it a miss till after OPEX week.

If you're comfortable with time spread (calendar) behavior, diagonals could be something to look at for diversification purposes and will leverage your knowledge of credit spreads and risk management skills.