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"Buy LOW! then, SELL high." :D (Oh, c'mon. You knew *somebody* was going to do it.....)

I think of it like a doctor and "vitals" -- lots of things can affect temperature, respiration rate, and blood pressure, but Doctors always want to know these things, because they are overall indicators of status. LOTS of things go into the volume and price measures of the TRIN, but as an...

I'm not sure if this is a cautionary tale or not. https://www.elitetrader.com/et/threads/repair-strategy-for-nflx-short-put.322986/ OP sold a $400 NFLX put, and promptly had it hit $340 on him. Many here said, "Best move is to exit now. Take the loss." I offered that he could buy himself $10...

I apologize, but I copied this from another thread: "If this is about dollar strength (solid economy, raising FED, lira/Euro-dolllar/Brexit queasiness -- even TenCent take-down) -- a thesis I find entirely realistic, then we'd indeed see what we have today -- a big, calm, dump-down, with solid...

If this is about dollar strength (solid economy, raising FED, lira/Euro-dolllar/Brexit queasiness -- even TenCent take-down) -- a thesis I find entirely realistic, then we'd indeed see what we have today -- a big, calm, dump-down, with solid volume, and a TRIN camped at an entirely bearish 1.99...

So, stocks are riskier than T-bills, but exhibit greater returns. Still, along with those greater returns, comes an *eventual* chance at *negative* returns, should the holding period be long enough. (3-5 years and beyond.) I guess it's more in the proof than in the saying -- they've nailed it...

A little more perspective from the TWS API g-list: 3a. TWS/Gateway logfile encryption From: Richard L King Date: Tue, 14 Aug 2018 06:58:42 PDT It seems that IBKR have decided to start encrypting the log files produced by TWS and the Gateway (at least for live and paper accounts, though...

IB cares about, in order: 1) taxing authorities 2) exchange authorities 3) Thom. Peterffy 4) IB's institutional accounts 5) IB's retail accounts. So! (Do you notice where you/we fit on there?) The thing about the F/A accounts (so poorly described by IB) is that there is *some*, READILY...

I've built a pretty involved options analysis set-up that takes data from TWS. In March of 2017, IB changed this data from by strike {calls + puts} to {calls} by strike and then {puts} by strike. This *completely* blew up my platform, and it took, essentially, a complete re-write to respond to...

JSOP, IB markets itself as a DMA. Should they *not* provide *direct* market access, it should make quite a splash. I've not seen anything close to a ripple.

I only rarely ever buy, and usually on the trending side. I have done a strangle maybe once a quarter, and only on a lark, and with money I planned on losing. I can't even tell you what my net over time is. I'm either selling time, or (very little in the past few years) scalping ticks. :rolleyes:

2-3-1: So, a butterfly with a vertical stuck in front. :rolleyes: The IVs are off of IB's TWS, but the model IV has compared well with standard BSM when I have calculated that in the past. In fact, in 'broader' work (going 70 strikes/350 S&P points), I've decided to use the more-consistent...

Who knows what a 231 (put) fly is? I don't have it plotted, but in running my eyeball down mktIV versus modIV, it's nearly matched within a std.dev. around mkt, for ES/SPX for Wednesday and a scootch to the put side for Friday. As (mostly weeklys) expiries go out in time, that grows to maybe...

Hey, I don't mean to rain on anybody's parade, but

Riiii-iiiiiight. And JSOP, haven't you been with 'em more than my 10-11 years?? :D

Two thoughts: 1) plot (or simply inspect) the IV for the available strikes, and let your Spider Sense tingle when you observe lumps. 2) plot (or simply observe) the IV and whatever "model IV" is available, and look for variances/lumpiness in the divergences. Market IV is very much a 'mood'...

A male-gendered omnipotent semi-being, who exists as one discernible facet of a continuum (known eponymously as The Q Continuum). I mean, right? :p OMG -- I just googled.... and found, https://en.wikipedia.org/wiki/Q_(Star_Trek) Man. These Interwebs. They be somet'in'..... :D And, just to...

WOW. Hugely impressive. This amounts to an in-office personal advisor. Just watching the videos should be instructive. (You have tapped and bottled a Best-Of methods set, IMO. *Very* nice.) Way-big :thumbsup:. ("Way-big :thumbsup:." Huh! I am a picky bastard, but this is the second time...

Here's a similar shot of the ES S&P future contract, from Friday pm. The green "Vxs" are the VIX9D for the first obs, and the VIX thereafter. The blue and red (puts and calls) are tracking |0.15|-δ strikes. There is usually *much* more variation than is seen here -- almost weirdly flat...

1-lots. :cool: