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I want to cancel my sell orders in 2009. I really meant to sell it last month....

I have not heard of circuit breakers for individual stocks before today's crazy movement. Google is no help about this. I only see info about the normal market wide circuit breakers. I am wondering if circuit breakers exist for options as well... So how do we find info about the circuit breaker...

Ugh. More disinformation. Like Martinghoul said, the Fed's profits are returned to the US government. From wiki: All profit after expenses is returned to the U.S. Treasury or contributed to the surplus capital of the Federal Reserve Banks (and since shares in ownership of the Federal...

It seems that the price for lightspeed gateway is negotiable. What kind of deal were you able to get? I would also like to hear about opinions about programming with their API compared with other brokers...

I doubt they will provide you with the greek data. Greeks are not usually stored data anyways. It's more efficient to let software calculate them on the fly from the prices of the underlying and the option prices themselves.

Well, some brokers provide HV and IV data. But they don't go too far back --for TD Ameritrade at least. OPRA says that brokers provide their data cheap, but I haven't heard of any access to unfiltered OPRA data through retail brokers... If you want data on the clientside, this is the most...

Interesting replies and all. 74 percent of companies beating estimates is pretty high. Where is the source of this number?

I gather from my lay experience that there are less surprises in earnings release. However, it is hard to come by with any statistical proof. I would think this is an old idea where one wants to construct a strategy if there was a significant bias towards earnings estimates being right or wrong...

I am starting to see that global macro analysis is important to fundamental analysis. I found a good global macro book called "Investing from the Top Down." The macroeconomics is geared towards an investor instead of the general economist. Can anyone recommend another good macroeconomics book...

Optionshouse can be cheaper than IB if you trade enough option contracts per transaction...

I am a bit befuddled by this as well when I checked a few of the blue chip stocks. I wonder if the change of the "mark to market" rules has anything to do with this insane PE level. Which sectors are impacting this PE level the most?

Now the other issue is comission for options. Was anyone able to get TOS comission rates for their TDA account?

Well, I'm not sure how far back you want to go, but market express seems to have the earliest data. However, it is quite expensive and I doubt it has a one minute granularity. Right now, I would settle for just open and close prices that go back to 1990. I have been looking for historical...

I think this thread is getting a bit muddled by miscommunication, but I think to ease friction in a technical discussion such as this is to clear up and lay out each other's terminology and conception of things. When we talk about skews and mispricings, does one necessarily have to conceptualize...

Well, it's not really my assumption, I'm just speaking in terms of a basic general assumption. I've read about fat tails, skew, etc. From my early impression of reading about model tweaking/creation, it is often indicated that there's not much benefit of tweaking the model itself. Also, I'm not...

Well, I was speaking in a relative sense. Here is an example for WFC options: June 17 put: 0.38 June 20 put: 0.90 June 23 put: 1.90 If I bought a June 20 put, I would assume there would be a 50 percent chance that the stock would go down $3 and a 50 percent chance that it would go up $3...

I am simple minded to just compare historical volatility with implied volatility to tell me if an option is mispriced or not? Other than that, if I were to analyze the stock then I would just consider the stock mispriced and not the option...

Well, I would agree that statistical edge exists, but I am just referring to pure options position and disregarding fundamental and technical factors. I tried to mean when picking a random option at a random time without any mispricing throughout the strike range, there isn't a statistical edge...

We read about the implied statistical edge concerning options all the time, but it seems that there is no statistical edge with any options strategy that I can think of. Now my mathematical aptitude isn't that great, but this is why I am posting it here for critique. I think most option...

human151, while I have not seen any statistical study to show any real hard numbers, I think we can assume that the majority do lose money. It's just not retail traders that lose, but sadly many of the naive passive investors that have their money in pensions, 401ks, etc. I don't think many...