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Move to SPED forum, thanks.

Some fantastic software that's long gone: aspenres optionomics old version of windotrader (squat bars) eccotrader which I ran at a fund. Better version of TT's MD/X_trader. Sold to superderivatives.

Looks awesome. Never been but was planning a trip years ago but there was some fighting prior to the elections.

Go with hourly or preferably 4H.

Multiple feeds when everyone has been employing triangular arbitrage for decades and are all using EBS as a reference feed, you tw*t.

"Welcome to the Layer Cake, son" No!

The 40-story, 701,888-square-foot office building sold for between $105 million and $110 million, according to sources familiar with the deal. KBS REIT acquired the same building from Hines for $208 million in 2010, records show, and also completed a $20 million renovation. Union Bank Plaza...

https://archive.ph/YUpPJ

Yeah, roll with @MarkBrown who hasn't made a dime in the mkts since Kennedy was in office. Obv index puts trade over calls, but cs trade over ps as the revenue side of the skew is in call verts (OTM on all). So ideally you'd trade near (within 30D strike) cs (call spreads). Trade neutral delta...

You're nuts and I am done with you. Sum the spreads (same delta). They add to the strike diff.

This isn't going to play well in TX. Vandalism incoming.

Only complete noobs in cash accounts care about settlement.

TL;DR? "There are no differences between credit and debit spreads." If there were then boxes would be traded until flat/edge was gone. Nobody is handing you a box-edge at mkt.

;)

There is no difference between credit and debit spreads. Generally ppl source the OTM spread due to perceived liquidity. A call credit spread = the same strike(s) put debit spread bc puts are calls and calls are puts. When we discuss the box it's bc cs are = ps. A box is a cs and ps. Another...

Bot, this offers even less than your opener.

Credit spreads are the way.

Quoth the idiot. How can equivalent structures have different probabilities? I will accept your absurd argument if you can quote the mid on the NDX Jan 16 forward.

"Short against the box" it's not a box arb. It's against IRS regs to initiate a short synthetic in the next calendar year (or beyond, against long shares) for tax deferral or to short shares in another account. Let them prove it, however.

He's looking at a chart/tails instead of the mid-var.