Search results

  1. 2

    Patriots Will Win Another Super Bowl, Say Wells Fargo Quants

    Moneyline is -150... 60%
  2. 2

    Life after the pits: how ‘dinosaur’ traders are reinventing themselves

    +1 for how the article ended :D
  3. 2

    Interactive Broker python API Question

    this might still work
  4. 2

    my employers 401k does not allow long calls / puts what choices i have?

    an IRA is not the same as a 401k
  5. 2

    my employers 401k does not allow long calls / puts what choices i have?

    never heard of a 401k that lets the owner do anything other than allocate some % to predefined funds. the point of it is to reduce taxable income and get the employer match
  6. 2

    What causes ETF inflows or outflows?

    ideally, the AP would buy the ETF and short the constituents. at the end of the day AP redeems stocks from the ETF provider netting out the shorts. In reality, there's never an arbitrage. If iNAV is way below where the etf is trading probably the constituents are illiquid or something along...
  7. 2

    How legit is options selling?

    maybe can sell an index strangle and buy a variance swap
  8. 2

    Principal Components Analysis

    looks like he is getting PCA of the returns themselves instead of the returns correlation which is what I have always done. from sklearn.decomposition import PCA import pandas as pd returns=pd.DataFrame([ [ 0.0143 , 0.0910 , 0.1451 ] ,[ 0.1791 , 0.3505 , 0.4588 ] ,[ 0.0572 , 0.1358 ...
  9. 2

    Getting Started With A Prop Firm

    ACT ,SAT . susquehanna and stevens capital are near you
  10. 2

    Getting Started With A Prop Firm

    what school, major, gpa, test scores? I am unfamiliar with the firms you listed.
  11. 2

    ¿best language & platform to automate options trading with ib's api?

    any language will work but you need to define uptrend and downtrend determine strikes and expiration handle the mid market order (ie. should it continually adjust, be a GTC, ...) everything else ...
  12. 2

    Looking for a way to automate a system on Interactive Brokers

    Yes, you can automate this though IB's api (maybe even excel). As long as your formula is concrete and not gut feel it's doable
  13. 2

    Study of the CME e-Mini SP 500 Futures range cycles over a 24 hour session

    in depth analysis :thumbsdown: can you prove that "there are consistent range and expansion periods which can be exploited depending on the trading methodology"?
  14. 2

    The exodus of New York City’s endangered middle class

    isnt minimum wage 15/hr? how can 30-60k/yr be middle class? I think these number are below entry level
  15. 2

    How do I get a job at proprietary trading firm?

    knew some backgammon people there before the poker boom. but now you don't need humans as much
  16. 2

    SLOW Feed quote stuffing

    exchange direct feed, binary, udp? or something over the internet through a broker
  17. 2

    Currency Index Calculation / Relative Value

    https://www.theice.com/publicdocs/data/ICE_FX_Indexes_Methodology.pdf https://www.theice.com/publicdocs/futures_us/ICE_Dollar_Index_FAQ.pdf
  18. 2

    Currency Index Calculation / Relative Value

    nonlinear
  19. 2

    If in doubt...stay out.

    you gotta double up to make it up
Back
Top