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In IB account management one can find stats (%winning, max drawdown, ...): Choose for instance Reports -> PortfolioAnalyst -> Default Reports https://www.interactivebrokers.com/en/index.php?f=5078

IB uses them for exchanges' margin requirements.

Sometimes, cash get automatically transfered into a secondary account (due to the use of futures or foreign securities). Leverage might decrease. As a result to regain full leverage internal fund transfers between main and secondary accounts are required using one or more currencies. By clicking...

SPX : 2835 -> 2800 means -29.5% in one day SPXU: 9.50 -> 17.91 (+29.5%x3)

Warren Buffet wrote in 2013: ''My money, I should add, is where my mouth is: What I advise here is essentially identical to certain instructions I’ve laid out in my will. One bequest provides that cash will be delivered to a trustee for my wife’s benefit. (I have to use cash for individual...

In the TWS upper right corner place mouse over the funnel icon. A "Show completed orders" window appears. Select filled.

Interesting article from Bloomberg: https://www.bloomberg.com/news/articles/2017-12-15/turning-coal-into-bitcoin-dirty-secret-of-2017-s-hottest-market ''Using estimates of electricity prices and the rising speed with which calculations must occur, Butterfill estimates the marginal costs of each...

As for commissions, the cheapest way is: 1/ Convert EUR into USD Buy USD asset 2/ Buy EUR future However, CME EUR, CME E7 emini, Eurex EUR/USD have the respective multipliers: 125000, 62500, 100000. So it seems the only available hedge is the EUR/USD trade. Assume the cost is 2.66% per...

It is not possible to buy a fraction of a future. Instead, the hedging instrument is the spot. In Hull 'Options, Futures and Other Derivatives', one can read: F = S exp((r-rf)T) Where F is the FX forward, S is the spot, rf is the foreign risk-free rate Hence dF / dS = exp((r-rf)T) which is close...

Two different operations must be taken into account: 1/ Convert EUR in USD Buy USD asset (USD cash is now 0) 2/ Hedge your forward risk in USD.EUR With your example: 1/ Sell EUR 20000 to USD 23400 (1 EUR = 1.1700 USD) (conversion) Buy 90 SPY @ USD 260 2/ Buy 0.1872 EUR Dec18 2017 future...

Q1: By turnover I mean sales of goods or services. Q2: Indeed

Active or passive is just a question of definition. Page 10 of https://www.credit-suisse.com/media/production/pb/docs/uk/fatca-entity-classification-guide.pdf will give you the answer. I think a family office or personal investment company earns mainly financial income (no turnover) which is...

Is your entity a home office, a personal investment company or a family trust that is not professionally managed by foreign financial institutions from the definition of foreign financial institution? If this is the case, according to...

Starting point for options exchanges: https://www.interactivebrokers.com/en/index.php?f=1562 Starting point for brokers volume: http://www.nyxdata.com/, but I could not find in 2 minutes brokers volume from cboe or occ...

I suppose TWSActiveX.xls and ThirdPartyFile.xls can run at the time. I think there are two solutions : 1/ Merge both files (but it might not work): Copy/Paste the spreadsheets ‘General’,’Account’,’Portfolio’ from TWSActiveX.xls to ThirdPartyFile.xls Copy/Paste the modules present...

Funny way to limit risk. Think in nominal amount not in number of shares. Long 200 shares of xiv means short 200 x 21.28 / 20.42 i.e 208 shares of VXX. Then you add 2 VXX calls. So, to sum up you just want to buy 2 VXX puts. PS: 21.28 is XIV Apr 19 Close price 20.42 is VXX Apr 19...

XIV comes close to zero.

In the replicating strategy, one locks an implied forward volatility which can be compared to the VIX futures price. When the strategy is in place, one has to manage the short gamma and to maintain the vega neutral which both are costly to implement.

I meant static arbitrage.

I did not state it was a statically arbitrage. And you are right: in this strategy one can see that the number of options to purchase or to write is time-dependent and path-dependent (especially with a truncated series of calendar spreads).