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Where does the TT network figure in all of the "enabling" when they were hosting Karen in their show- almost to a point of kneeling before her with great reverence.....

jones75, how would the synthetic put straddle be relatively immune from vol crush? The Pnl profile is the same as long 1 call long 1 put...Thanks.

Read books by Jeff Augen and William Gallacher. Make sure you are modelling your backtests correctly. IV Trade here at ET has great insights on them as well.

AB rules. I wish their support would be more willing to take on consulting work since the system can do so much and unless you are willing to spend time and $ using external consultants to learn its funtionalities, you can only scrape a portion of its amazing flexibility.I've use Sierra, TS...

Your comment about NZD being untradeable is interesting to me. I bought fx data from 2009 till 2015 and did backtests on 28 fx pairs.- working on a fade system that has a 62% win rate on a 1/1.2 RR ratio which is what I will trade live. The curious thing is that this system works on all the...

Thanks etcallhome, so what you are saying is that the central bank of one of those currencies could just peg theirs one day which would make it gap up/down w/o warning? Wouldn't the major ones (aud,cad,usd,eur,nzd,jpy,nzd )not as likely to do that vs. the smaller ones (nok,dkk). I guess this is...

Thanks onemoreshot and etcallhome. I usually do that with US stocks but as an Fx newbie,am not good enough to know what to ignore and what to stand aside for- so many news sources- mostly overseas. I have an auto system which was about to go live last year 2 days before the CHF debacle.. now I...

Hi EtCallhome. How, may I ask, do you trade spotFx without having a news item wipe you out? thru options which serve as a safety net or just position sizing and prudent use of margin? Thanks.

Sig, kindly reconfirm your post. In my scenario where I am long 105c and short 107c and qqq is around 107 with 10m before expiration, I eliminate pin risk by buying back my short 107 let's say at 7 cents. leaving me with a $2 ITM 105c which gets autoexercised . At the same time I am buying back...

Thanks sig, so if I short QQQ and use it to offset my autoexercised Long 105c, AND buy back the short 107, then the pin risk is gone right? I think I can also put out a vertical offer out there 30m before expiration at let's say 198 and hope QQQ trades somewhere like 107.03 and the MM lift my offer.

Thanks rwk. I guess the questions on exercise/assignment get more tricky if lets say QQQ is at 106.95 - 107.05 with 2 min to go and you are sitting on a 105/107 long vertical. I would think the 105/107 vertical mkt would be like 190/210 so I'd be giving about 7 ticks of edge from intrinsic...

Hi. I have a newbie question about assignment and exercise specifically with IB. If I have QQQ call spread 105/107 with 1 hour to go till expiration and QQQ trading at 108. Instead of selling the vertical by hitting the bid which might be like 195 , would I be better off just letting the 107 get...

This thread is 3 years old but as of today, I asked IB if i can trade spot Fx in my SEP IRA . They said only on a 1:1 leverage. I then talked to a couple of Self Directed IRA custodians and one of them emailed me a list of fx brokers that allow leveraged spot Fxtrading in an IRA. Furthermore...

Thanks anubis but I am not even trying to assign prob on pegs. I am just getting as much info as I can now on what Fx has artificial limits and completely staying away from them . I don't care if the peg unravels in 1 month or 3 years. Just want to completely be away from those tickers where...

Chris Mac. Thanks for your insights and want to clarify 1 thing though. IF a spot is tested mult times and it continually bouced off of it, would'nt that be a strong support. (assuming a normally free trading ticker not w/ a peg) IOW if this chart was a reg stock w no peg, would you consider it...

volpunter thanks for your posts. I am totally freaked out by this event-looking over my code and cash limits per fx cross. I am even considering moving to "safer" tickers such as ETF's ..but now I am worried that I am overreacting.The past year as I build up my algo code , I have been so...

mav, how is the eu itself a peg? Does this mean that I should stay away from the eur pairs too? What is left?

jaygould, -- I would think 100k in the spot fx would need a single option contract in the futures options. The big issue is the risk /reward might be hard to quantify+ finding exchange traded options for the dizzying number of fx crosses that exist. This is where I am stumped as to how to hedge...

Thanks jaygould. I don't mind the bouncing around, in fact I need it for the non fade system. The one I am trying to avoid is when the fair value is so away from current value for whatever reason that the price discovery process of the markets are rendered irrelevant..at least till someone says...

Thanks Volpunter and Mav for your thoughts. I guess I have a lot more work to do on the fundamental side-ex> taking out pairs that have pegs which are black swan candidates.Volpunter, when you suggested that 100k size should have a base currency account of 50k. You essentially are suggesting a...