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Jeeeeez-oh-Pete. ((This is where libel gets the "knowingly-misrepresented" defense -- you can't get sued for ignorant opinion.))

...But the OP is not going to get to a fair Monte Carlo framework, without passing through a Black Scholes Merton pdf anyway. Why not stop there and work a probability distribution on an ATR, and be done? If you work in "infinite" number of Monte Carlo runs, you end up there anyway. :rolleyes...

I continue to 'notice' TradingView around in various places -- it seems to be a go-to graphics choice right there with StockCharts.com. And setting up a chart truly was easy. But when it came to backtesting, or to working Pine to modify existing code, ......:banghead::banghead::banghead: It...

Being zero-sum has nothing to do with whether a trade is of an option, a stock, a future contract, or a box of CrackerJacks. It has nothing to do with a single trade versus a series of trades per se, or with dividends or coupons or anything over a time outside the immediate trade, or whether any...

It's got almost nothing to do with Bush per se, but with the fact that someone who held the title of "The Most Powerful Man On Earth" had passed. Markets hate uncertainty, right? "Everybody knows this." Well, markets also love the opposite of uncertainty: certainty. You can translate that as...

No, that's not what zero-sum or positive-sum means at all. https://en.wikipedia.org/wiki/Zero-sum_game

I don't have direct experience in external scanners, but methinks your answer is in the 5-word phrase, "big gap down spy day". :D To translate, that's like "Everybody-and-their-brother trying to get out of X, and INTO Y, to maximal degree, and *all* at the same time." :confused: Yow. Kind-of a...

"Manipulate" is a term that sounds like there is an operations-created market advantage being made in IB's interest -- which there is not. All that IB is doing is filtering out noise (in timing and in resolutions/confirmations/etc.) that would be more expensive to 'clean' by methods other than...

I am a big fan of Al Sherbin -- helluva nice guy, and a source of much goodness in (retail) option trading.

As the lawyers would say, "Asked & Answered, your Honor." o_O

Not sure of the stock, total daily volume, exchange(s), time periods to which you're referring, but keep in mind that the "ticks" that IB sends out are not true ticks, but aggregations of price and volume which IB constructs on its own, and then refers to their data servers (for TWS or API...

Seriously? You're going with that? Not that Welles Wilder needs anybody to defend the stuff he invented from the get-go, but.... Dude..... No -- not even gonna touch it......

I've been a Wilder fan for a while, but just came across this recently -- I think on ET: https: //www.scribd.com/doc/53093880/Welles-Wilder-New-Concepts-in-Technical-Trading-Systems Enjoy!

Oh, JSOP :confused::confused::confused: -- You're in for it, now! But DON'T PANIC. :D

"YIPES!!" I know it's unpopular to say, but ultimately, there are provisions in Chinese commerce that are outside of anyone's "law" -- a principle nuked in Western civilization with the Magna Carta. (Totally serious here.) As much of a fan of BABA as I am, I would not put a dollar there...

A book? I doubt there is one. There might be a chapter -- the more basic, the better. But you might as well get it from the horse's mouth directly: https://dash.harvard.edu/bitstream/handle/1/3451399/Barro_AreGovernment.pdf If it's not Barro, it'll be in the cites.

I had been a big fan of SMA(6) on TICK and TRIN back in the day, but (NYSE) TICK became useless on IB, and eventually, TRIN as well. FWIW, an SMA(6) on VIX9D has done (for me) as much as TICK or TRIN ever did, and better. (And half the screen real estate.)

After I read you my poetry...:wtf: :sneaky:

I don't really think you have an volatility question -- I think you have a ToS question. Your post posited a iron condor -- the thing at the bottom of those two screen shots. But what's above them -- and apparently giving you grief -- are three Stk Prices -- which might be Stock Prices (which...

How *scalable* is this beastie? How *variable* are the returns? Are we selling nuggets to a panner, or the Mother Lode vein to Newmont Mining? Sheeeeesh, guys.