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Assuming a max drawdown of 25% for the strategy and Reg T end-of-day margin of 50%, one can compute the max leverage for $100 cash obtained under max drawdown time: (debt + 100 ) x 0.75 = debt x 2 Hence debt = 60 So your max leverage should be 1.6 given a max drawdown of 25%. At max drawdown...

"N225M FUT OSE.JPN 20200312 JPY" is better and might work.

Try by chance "NK225M FUT OSE.JPN 20200313 JPY" in the description field of the API function.

I agree but it depends on the strategy: For instance, in case of day trading, nothing is required. At the end of the day one gets his or her USD P&L. In case of investing, buying USD seems correct but one ends up with FX risk. If one wants to cover this risk, then buying USD for 125000 EUR...

Combination: for put spread the simultaneous purchase and sale of both puts. Google pin risk. I forgot the main risk at expiry: how to manage the portfolio when the underlying price is between both strikes. It can imply delta hedging or the sale of the put spread before expiry.

[today's open > yesterday's close] implies [today's high > yesterday's close] therefore [today's high > yesterday's close] is useless.

A quick look at Yahoo Finance gives us the approximate price for November 29, 2019 299-297 SPY Put Spread: around 0.20 + 0.05 bid/ask spread to make 8x in a 3 weeks. This is a monthly expiry which is usually liquid. Far away weekly expiries might not be as liquid. The next quarterly expiry may...

First thing I would do is to try to identify processes with high cpu usage. Then, implement security tools that list and store all processes. To get motivated please read IB privacy policy especially sentences about monitoring of systems.

Basic risk free strategy: cash and carry Example: buy one AAPL Oct25'19 (strike =230) conversion combo : Buy 100 AAPL Sell 1 230 Oct25'19 AAPL call Buy 1 230 Oct25'19 AAPL put One can roll options at expiry. What you get is the Oct25'19 risk free rate minus fees. Depending on your dividend...

In this example with a EUR portfolio, it is better to keep EUR rather than to get USD hedging with futures...

Well I guess there is a 'fat finger mistake' concerning 2/. Should rather be: 2/ Sell 250K EUR.USD (FXCONV) / buy 2 Oct11'19 EUR futures (0.0027 net spread) Maintenance margin for futures: EUR 10K Maintenance margin for USD: EUR 5.5K Initial fees: USD 5 + EUR 5 The blended USD cash rate is...

Let's say one has 250K EUR in an IB account. 1/ Do nothing: The blended EUR rate is -0.442% Cost for one month: 250K x-0.442% / 12 = EUR-92 Maintenance margin cost: 0 2/ Buy 250K EUR.USD (FXCONV) / sell 2 Oct11'19 EUR futures (0.0027 net spread) Maintenance margin for futures: EUR 10K...

The closest thing to VWAP I found: Chart Settings->Studies->Intraday Volume Weighted Moving Average Price For the standard deviation parameter use 0.0001 for instance and 1 as Intraday VWAP period (days). Using these parameters, it might give the VWAP upper boundary (high price of the bar...

The simpler the better: create a combination order (In TWS right click on the SPY line, select Combinations>Stock/Stock): Buy 2 SPY / Sell 5 TLT for instance. One should bear in mind that this order is not guaranteed.

- UK Parliament has rejected twice the withdrawal deal Mrs May has negotiated with the EU. - MPs have voted in favor of ruling out leaving the EU without a deal. - EU would not likely grant a delay. Conclusion: UK would cancel the Article 50 Brexit process or leave the EU without a deal (in...

An overnight CFD long position means interest charges at a financing rate which is usually far higher than the regular market rate.

I think XAUUSD is an OTC product (CFD) with storage cost of 0.1% per year. With EUR100000 to invest USD100000 in XAUUSD one can with EURUSD spot of 1.14: 1/ Sell EUR87719 and buy USD100000 (select FXCONV and specify either the base currency quantity or the Fx currency quantity). Invest USD100K...

Some more information here: https://iextrading.com/insights/cost-transparency-whitepaper/

Fx: usually IV(OTM put delta, OTM call delta) Equity: usually IV(OTM put strike, OTM call strike) The real question before plotting IV is whether the forward is right. Fx forward curves are straightforward. Equity forward curves are trivial without any dividend. In case of dividend, a discrete...

Everyday you can monitor margin impact: In TWS left click on a financial instrument bid or ask: usually a 'buy' or 'sell' order appears. Right click on the order line -> select Check Margin Impact