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Jeez, throw in some "backwardation" and "skew" terms, invent new terms for long-known trades? And he'd have had a spot right here on ET. :wtf: :D

Just got off the phone with a buddy who's shared "thin" VIX times with me -- us both saying how stingy things looked right now, and that we would never write below (14 or 13 or [gulp!] 12 again....) :confused::confused::confused:

Whatttt! That's to *help*, not to hinder! Expectancy calcs *hate* anything that's not so cut&dried as "Long" or "Short" -- it's a bimodalism that gets quickly apoplectic when confronted by options (and to a lesser extent, futures) where you can go long, short, go to the other side and be long or...

"Earnings, anyone?" Mr. Market pats his belly, sez "Ohhhh, I'm good for a bit." 3850 to 2950 for (approximately) the next two months. :rolleyes:

...So there I was, thinking about this article, and how dumb it appeared to me ("...'Random'! What a glaring misuse of a word! Full of mathematical portent, the writer himself posing as a mathematical kinda guy...!!! JEEZ.")..... and the train of thought led to this thought: if you substitute...

Google is, once again, your friend.... https://en.wikipedia.org/wiki/Fundamental_analysis But here's one of my favs, for free! http://csinvesting.org/wp-content/uploads/2012/07/how_to_read_a_financial_report1.pdf Simple, direct, to the point. Love it. Mine is ancient, but these things don't...

I getcha now. Agreed. Completely understand. And, "Agreed." Here I would disagree, though -- the goal is not to get out of the white box, but to make the white box produce. The 'jumping around from one idea to the next' is part-and-parcel: "Always be learning." --- which I think, brings us...

It's pretty consistent in the ES that the OI will be about 10x the volume traded in any given day. Note that these data are for 71 strikes, 2675-3025 inclusive, and that there is a rollover of /ES from Sept.→Dec. in the data. FWIW, I find looking at daily volume and OI *interesting*, but not so...

No idea where you'd find free -- but I bet it's out there -- CBOE? https://www.theocc.com/market-data/open-interest/ Google is your friend. I off-load 70 strikes ES maybe 3 times a day -- should still have Friday's EOD available, including volume and open interest. Check back later.

A little, possibly unhelpful, detail from the TWS_API group... ~~~~~~~~~~~~~~~~~~~~ 2d. Re: historical and live recording of tick data From: Nick Date: Mon, 03 Sep 2018 12:56:50 PDT No, it's available to everyone although I think it is only described in the beta release notes and has not...

Not at all sure what you're getting at here, but I think you're creating new meanings for black-box (unknown content where inputs give outputs), versus plain/visible. White? Gray? Dunno. Nonetheless, and as I wrote above, a from-the-start walk-forward analysis of a rules-based system, on a...

Except that that has not held true for extended periods of time in the last 12-18 months. Map this yourself with a daily candle, and check it before you cheer-lead for selling risk. These be scary times.

'longer' or shorter doesn't matter. it's not 'a kind of...', it *is* insurance. What you want is Open Interest by strike, which *should*be* available on your platform. But it's going to tell you more about where traders *thought* they desired protection. IV will tell you more about what the...

And if you can fold real options into a Leslie matrix, "Woot!" https://en.wikipedia.org/wiki/Leslie_matrix now you've got a dynamically loaded expectancy matrix. Now *there's* something to take to the VC council.....:D

I too had no problem reading the article, but I had to step out of 3-4 intrusive 'offer' windows to do so. This suggests that some mighty gnarly cookie-bots are at work. I suspect that if you clear your cookies, reboot your computer, and re-enter the site, you'll have no problem. That said...

You just described my trading day. :cool:

Risk-wise, you just described a condor. If you buy the bottom, your risk is below you. If you sell the top, your risk is above you. Options are not stocks -- they are insurance policies, which you are able to buy and to sell, for risk of price rises and price declines. Insurance. You are...

I *vaguely* recall T&S to be linked to BookTrader, which has a TWS limit of 3 open windows. So, it's likely a TWS thing, not an IB thing. :(

Some questions: "Mean Reversion" indicators versus "Range Expansion" indicators... Would "Mean Reversion" be the traditional oscillators? (Lane's Stochastic, et.al.)? "Range Expansion" -- like the confusion/abuse of "trend" or "momentum"?? (If yes, then I like your "Range Expansion" better --...

There seems to be a lot of talking past one another here. How would you explain it to a student? What's the most generalizable case? Wide markets are illiquid. Narrow markets are liquid. If your order, of whatever type/time/duration, narrows the market, you are adding liquidity. (It's what...