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  1. 2

    1 and 2 unit option contracts - lots and lots

    look at your own fills. do you ever get a full fill? partials
  2. 2

    Options Arbitrage

    right, long/short 2 synthetics. i didnt see only 2 strikes in the image example
  3. 2

    Options Arbitrage

    you basically created a condor. The long put and call (both ITM) is called a stupid
  4. 2

    APIs that employ observer-pattern design

    usually you implement the provided interface that has several onSomething() like methods so you connect and then messages flow back through your implemented methods ie. void onUpdate(MarketData md){ print md.Bid; }
  5. 2

    APIs that employ observer-pattern design

    every realtime api I have used is observer. TT,CQG,Active,IB, various FIX libs,...
  6. 2

    Day's and Sessions Redefined?

    short answer is they are not dealing with global markets using algo's that were developed only on US day exchange data. I dont even think someone managing a couple million or less would do that.
  7. 2

    IB orders slow to get booked at exchange

    that's impossible so check the logs.
  8. 2

    IB orders slow to get booked at exchange

    in that case then it's not IB being slow, it's you're software. Assuming you're sending limit orders, chances you get a better price are slim. Still think you should attach OCO with original order. can always send cxl/replace when you get fill
  9. 2

    IB orders slow to get booked at exchange

    you can place your OCO at the same time as the initial order. attach the oco to it
  10. 2

    Finate State Machine (FSM)-based long-term strategies

    factor covariance model. if you have access to a good optimizer it can be done in a reasonable amount of time (ie. gurobi, mosek).
  11. 2

    Finate State Machine (FSM)-based long-term strategies

    first you need to know what a finite state machine is. It's a software design pattern and unrelated to strategies although you could use it to keep "state". a simple example is a light switch (on/off)
  12. 2

    Extrinsic value for itm calls in american style FOPs. Question.

    vol skew. probably higher implied for puts than calls. chances of a crash are higher than a spike
  13. 2

    Opposite you....

    every day I buy a 30 delta SPY 1 month put. no stops. sell on expiration. feel free to take the opposite :sneaky:
  14. 2

    Have overall corporate profits ever had a sustained decline?

    https://fred.stlouisfed.org/tags/series?t=corporate+profits
  15. 2

    Entering a fast rally at markets opening - stop limit orders being rejected

    are you placing 2 separate orders?
  16. 2

    Entering a fast rally at markets opening - stop limit orders being rejected

    your stops are probably bad. ie buy stop limit needs to be above the market
  17. 2

    Floored documentary

    prior to 2000 was when the floor was packed. '07 showed some dust
  18. 2

    Floored documentary

    would have been better if this was filmed in '97 instead of '07
  19. 2

    Study: the yield curve is about to invert. What this means for stocks

    stock market eventually turns and recession https://fred.stlouisfed.org/series/T10Y2Y
  20. 2

    Calculation of SPY hedge

    $ amount to hedge / notional of ES
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