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"...parameters..." ...there were two parameters... ...7 other parameters,... ...these same 9 parameters... ...never considered such parameters... ...how such parameters... ...considering the parameters... ...study of such parameters... ...knowledge of parameters... ...what I mean by...

And this morning, we're back to nearly 2.00 pts between 'em. One month to go; still seems a bit low for the last decade, but about 'as expected' for the last 4Qs.

:thumbsup::thumbsup::thumbsup: = "What he said!!"

If you put the thread title into Google, ...

"Killjoy!!" (Which is to say, Your explanation goes beyond my knowledge/ability to discern the better explanation between you and IB. The whole subject merits more time/attention then I have. I will certainly keep this all in mind, for next time, though I will wish for the more IB-agrandizing...

Not gonna happen. Find the data, and roll your own.

That whole "Smart-Routing" thang...... looking for "price improvement" -- it's gotten me out of more than one miscue..... This morning was the latest: I owned an ATM spread in SPX, expiring today, that was covering short positions well above the current market. Phooey! Sell the insurance spread...

I know it's covered in gobbledy-gook, but what any {retail} broker/platform provides, they provide in the full gaze of 1) taxing authorities 2) exchanges and if you can mollify/be sensitive to those two concerns, you can navigate easier. If ToS doesn't 'do' UK? (And, truly, are they only U.S...

Samwise Gamgee. Nooooo doubt. AND he brings The Light Of Galadriel. I mean, c'mon. Thrifty. Cautious. Knows how to proceed quietly. Can wield a sword. Can cook a coney without smoke. Will go great distances to complete a task with a friend. What more would you want?

Probably no help to you, but in the spreadsheet world, I have to -- set up a table of all spreads (by expiry, by side, by strike) -- then search on the deltas until I have one [abs[delta]] over my filter, -- then back up on row. The Pythonista process *might* be similar, with regard to forming...

Be well all -- gotta go to work!! Back after close.

"Program that." (Which is to say, if you go after programming the visual cues that are "Support" and "Resistance", you will look for statistical turns. To get those statistical turns, you're going to do what? Establish a trend. To establish that *trend*, you're going to..... to...... to.......)...

Okay (he said, picking up the gauntlet..;)....), TA itself IS nothing more than moving averages (or 0.0↔1.0 normalizations). "That's a fact." I mean, it's algebra, fergawdsakes. And I'm sure you'd agree with that. (With a pint and a moment to ruminate.) But if you're speaking of the messages it...

I would advocate a top-down approach. I'm pretty demanding of my trading platform (once a tick-scalper, always a tick-scalper??) And so, "TA" is nothing more than running some moving averages over market action (i.e., priceXvolume). There is nothing magic there. AND it needs to earn its keep...

Yes. You have not identified the strikes. You question cannot be answered in generalities.

(Market down SPX 12.5pts -0.50%; volatility pops to VIX=11) "Yeah. Yeah. A volatility point move for every % of delta move." It may not be happy news, but damn, it's accurate.

Yowser! MID prices have these positions up 125% this morning. Now, I have NO faith that an actual sale price would see that. If I had more-than-a-token on, I would sell some to test the market. But I would suspect that a 50% harvest would be tops. Ooop! This is all pre-market, and right now, it...

The term structure in IV is nearly accidental. Of much greater effect are known economic and political events whose outcome yet remains uncertain. Option markets take that uncertainty and capitalize it into prices -- which we then mathematically back out as the volatility implied by those...

Anyone know of any job openings in NY for a recent college grad? Ah, yeah. It's called the Justice Department?? :D