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  1. ETJ

    Cointegrated pair

    Ample unused capital to survive periods where they digress. Read the Blair Hull interview in Market Wizards. Might not be identical to what you're doing, but well worth a read. A lot depends on when you settle the trades. If you are not a dealer and not subject to daily settlement - that's...
  2. ETJ

    Option MM, Ask Me Anything

    I would be cautious about comparing MM returns to other traders. A hedged OCC cleared MM can get, depending on the hedge, extraordinary leverage. Fairly similar to other markets. A fully hedged European box can get 20 to 1. There are a couple of former MMs on the forum. How much they can...
  3. ETJ

    interest paid on cash balances with interactive brokers

    Simple SPAN methodology and they are ordinary verticals they would owe you about $400 a month.
  4. ETJ

    interest paid on cash balances with interactive brokers

    Again, same answer. Ask them their methodology. Not enough about their methodology.
  5. ETJ

    interest paid on cash balances with interactive brokers

    Just what is going to look like a strange question. Are these European verticals? If so understand how they margin the verticals. You should chat with them
  6. ETJ

    Robinhood unveils new 'investor index' of top 100 stocks

    https://news.yahoo.com/robinhood-unveils-investor-index-top-195152274.html
  7. ETJ

    Texas Taxes Outpacing California

    So let me get this. The republican SALT cap hit Texas, on the captioned data, almost as much as dinged CA. Funny, sad, but funny.
  8. ETJ

    Selling losing stocks for a tax boost? A new paper says beware these tripwires

    https://www.financial-planning.com/news/tax-loss-harvesting-works-only-when-stocks-are-down-at-least-a-certain-amount-research-shows?position=editorial_1&campaignname=V2_FP_PortfolioManagement_2021-09082022&utm_source=newsletter&utm_medium=email&utm_campaign=V2_FP_PortfolioManagement_2021%2B%27-%...
  9. ETJ

    0DTE-SPX Options vs. ES, MES

    That is just my ex down there for the sun.
  10. ETJ

    0DTE-SPX Options vs. ES, MES

    Stay dry!
  11. ETJ

    0DTE-SPX Options vs. ES, MES

    OK, I believe you. https://www.benzinga.com/10/10/535229/spx-%E2%80%9Ccarpet-bomb%E2%80%9D-due-to-vix-settlement Dozens of references, including a WSJ article. There is no off button.
  12. ETJ

    0DTE-SPX Options vs. ES, MES

    Not a Greek - a marking technique. Google it.
  13. ETJ

    Option stats from Trade Alert

  14. ETJ

    Interactive Brokers’ Founder Says S&P 500 Could Fall 16% Before Bottom

    https://www.bloomberg.com/news/articles/2022-09-07/interactive-s-peterffy-says-s-p-500-could-fall-16-before-bottom?sref=wgRWWeJL
  15. ETJ

    Why this maths genius refuses to work for a hedge fund

    He also has a superior quality of life - generally. Money isn't everything.
  16. ETJ

    0DTE-SPX Options vs. ES, MES

    "That's the utility of SPXW.X - always cash-settled in the P.M. No SET to wait for. " Excellent point, but still the monkey of carpet bombing. You just need to be careful
  17. ETJ

    0DTE-SPX Options vs. ES, MES

    The SPX can, for most users considered as being superior as they always settle cash, the futures options don't in none aligned months. Just make certain you are out the day before SET. Unless you like, leaving your destiny to luck or simply good at overnight risk! Or avoid nonaligned...
  18. ETJ

    I'm a surprised Bitcoin has kept up so well

    Aftershocks: 3AC's collapse reverberates through crypto ecosystem SINGAPORE -- Creditors are trying to claw back assets they had placed with Singapore crypto hedge fund Three Arrows Capital, which was toppled by the massive market correction in the prices of digital tokens. In the wake of the...
  19. ETJ

    I'm a surprised Bitcoin has kept up so well

    80% vol. today.
  20. ETJ

    Trading Advice in a Restricted Environment (?)

    Correlated nearby market if allowed/or exist. Volatility products, again correlated nearby. Will require lots of capital and could very well not be possible. One possibility is always dynamic hedging - replication of the negative delta option by reducing size. May not be perfect, but some...
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