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  1. Robert Morse

    ThinkOrSwim or any other Broker live data account

    Wow, Why not just use another broker, like Lightspeed. :D Email me if you want to talk Monday. Yes, we can open accounts from Israel in USD to trade US listed stocks and options.
  2. Robert Morse

    ThinkOrSwim or any other Broker live data account

    May I ask what you want to use it for? If you need their API, they require funding og $500,000.
  3. Robert Morse

    whew, what a week...

    You might want another drink next week. :D
  4. Robert Morse

    Lightspeed Trading to Merge with Lime Brokerage

    No idea. Waiting for regulators to approve. Why? Nothing will change much for a while expect some of the Lime and futures operations will be with us. Bob
  5. Robert Morse

    Periodic Implied Volatility

    IMO, the formula was not meant to do that, but others might have more knowledge. The formula was meant to only use the days the market is open. About 252.
  6. Robert Morse

    Periodic Implied Volatility

    What is O/N? Overnight?
  7. Robert Morse

    Just to thank you, and regrettably say goodbye

    Good luck to you. Feel free to contact me directly if I can help in anyway
  8. Robert Morse

    Hearing the VIX products carnage crushed some Prop Firms

    I’ve been told that spike in VX future’s was related to the closing of that etf XIV. That the manager in prep to close sent an order to buy 260,000 VIX future’s at the market. Can anyone confirm this?
  9. Robert Morse

    Further understanding of VIX options

    Saltynuts, I have a few things to point out, How do you know the call trade was initiated by the buyer and not a seller? How do you know it was not tied to a trade in the futures or a roll from another month? The June calls are priced vs the June VX Future, not the VIX cash. The JUNE Future...
  10. Robert Morse

    Trading CME listed electricity futures

    I have received a few calls on these products. When trying to place the prospective client, I have been told many times that the FCM often do not allow access to these unless the client has a large balance sheet or is a hedger.
  11. Robert Morse

    Automating Closing Out Stock Position With Large Spread and High Volatility

    Have you compared the VWAP vs the opening auction vs the closing auction to see if it is worth the time? You have to make the assumption you would not change the open or close, or they would change very little.
  12. Robert Morse

    Automating Closing Out Stock Position With Large Spread and High Volatility

    Doing better than the VWAP, I have no Idea. I expect that requires a broker on the the trading floor of the NYSE where they get a match on ever trade and you don't have to wait your turn on the book. On stocks like you described, I'd rather work the order, accept the open or close or take my...
  13. Robert Morse

    Automating Closing Out Stock Position With Large Spread and High Volatility

    Not enough transactions you can participate on at every price level. Volatility is not the issue. Wide spread spreads and low volume. If AAPL goes nut and trades in a 5% range on 10mm shares, it is possible to get close to the VWAP as you can send child orders all day that will get filled. A...
  14. Robert Morse

    Automating Closing Out Stock Position With Large Spread and High Volatility

    Yes, with illiquid, low volume symbols with wide spreads. Getting the VWAP is unlikely,
  15. Robert Morse

    I'm considering buying a "smart-fence" Company

    This is not within my expertise and I don't have enough information to place a value. To pay even 20X, I would need a product that can't be copied with a very high growth rate. I'd even question 10X without protection and growth.
  16. Robert Morse

    I'm considering buying a "smart-fence" Company

    From just that information, no. 40X profits? How do you get your money back unless there is information we don't have.
  17. Robert Morse

    Are T-bills for futures margin available again?

    They won’t promote it as it hits their bottom line.
  18. Robert Morse

    Are T-bills for futures margin available again?

    They will take other maturities. I don't know when the margin drops below 95%.
  19. Robert Morse

    Are T-bills for futures margin available again?

    They will buy whatever bill you want but with the $50 fee, I recommend the 1 year.
  20. Robert Morse

    Are T-bills for futures margin available again?

    All I can tell you is I send in the request to buy $250,000 face value 1 year T-Bills. Wedbush charges $50/order. They come back with the discounted rate that the desk bought it for. Wedbush Futures keeps the T-Bill at cost on the books and it is margined at 95%.
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