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    Interactive Brokers Incorrect Option Margin Requirements

    Sometimes 2 hours, sometimes more. Depends on what "the algorithm" in its great and infinite wisdom decides, since it runs the place.
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    Reducing Noise for Dependent Variable

    My fault for not being more specific, I was talking about some known things that have changed like the volatility skew for puts, which actually goes back a bit further than 20 years but is the cleanest example. If I was to purely theorize I might hypothesize that HFT has introduced some short...
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    Reducing Noise for Dependent Variable

    Which book of his was that from? His work in Dynamic Hedging is pretty solid. From there on it becomes increasingly tedious grandstanding and you have to take the unsupported rants against "academia" with a massive grain of salt.
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    Reducing Noise for Dependent Variable

    It was 20 years ago and the Matlab files are lost to drive technology changes, so speaking from memory that probably isn't 100% I remember converting daily returns on indexes and a bunch of individual stocks from different sectors over periods of a few weeks to a year to the frequency domain. A...
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    A real edge hardly requires any testing

    You are a special one aren't you.
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    A real edge hardly requires any testing

    You could assert the Earth is flat and I'd call it a crap assertion, is that because I don't understand it or because you're making an absurd assertion? You could say that the proper way to recover from a spin in an airplane is to apply full opposite aileron and I'd call it a crap assertion, is...
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    A real edge hardly requires any testing

    No, it's precisely because we understand it and the OP clearly doesn't that it's a "load of crap". The boundless arrogance of the young and the novice are familiar to those of us who were once young and novice for a reason:D
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    Reducing Noise for Dependent Variable

    As a newly minted electrical engineer with a focus in DSP many years ago I was very excited to apply Kalman filtering to stocks and more generally manipulate things in the frequency domain. After a lot of hours in Matlab I got nowhere. Took a break to become a pilot, then came back to it while...
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    VIX up 25% today... Should I order a Corona Light tonight?

    Given that a good chunk of the initial infection generations haven't even recovered yet it's probably a bit premature to confidently predict the impact or even the percentage of those infected who die. And the percentage infected who die is just one of many factors that impact severity as a...
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    Politics and Chit Chat not Showing when Selecting New Posts

    Please no! Many of us are here primarily for trading discussions, funny that, and it would make the New Posts feature unusable if it included the cesspool that is the Politics section.
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    SIP latency: How Rigged Are Stock Markets?Evidence from Microsecond Timestamps

    That's one of those "if you have to ask, you can't afford it" kind of questions. The problem with using Schwab even if you had an ultra fast feed is the time they take to check if your account has the margin available to do the trade and give the approval.
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    Same Day Wire Transfers From IB to International Bank

    Are you also doing the currency exchange each time or does it stay in CAD or USD the entire time? I have a subsidiary in Canada and a U.S. parent and have this same kind of thing, although it's every couple weeks vice every day. My Canadian company RBC account has both a USD and CAD account, and...
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    Bezos hack

    Are you talking about this: Oh, sorry, that's for Android. Seriously, you sheeple are making my point more and more emphatically every time you post. My phone is a tool, nothing more. I honestly would have to look in settings to even see exactly what kind of phone I have, I know it's a...
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    Bezos hack

    You're pretty much making my point....
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    Bezos hack

    To be fair they could have just as easily done it to any other phone built in the last decade. And I don't judge people by their phones either, if you buy an iphone because it has a feature or features you really need or like then more power to you. Just don't tell me how much better your phone...
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    Surreal - Tesla’s market cap is now bigger than Ford’s was at its peak

    You're confusing your discussion points. If we're talking about if Tesla is attempting to follow a similar strategy to Amazon where their marquee product is just there to create captive demand for the actual profitable product then the answer is yes. The marquee product is electric cars, the...
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    Surreal - Tesla’s market cap is now bigger than Ford’s was at its peak

    Batteries, it's all about the manufacturing cost curve for batteries. Like I said, Tesla is probably too much of a shitshow to pull it off operationally, but the concept of pulling down the battery cost curve with mass manufacturing for electric vehicles, along with the massive size of the...
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    Bezos hack

    If I was going to hack phones it would definitely be iphones because the sheeple that buy them all have this childlike belief that they're somehow un-hackable. Bezos hacked phone was an iphone, just to be clear for the sheeple.
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    Surreal - Tesla’s market cap is now bigger than Ford’s was at its peak

    Just remember if you're thinking of shorting that the the market can remain irrational far longer than most of us can remain solvent!
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