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  1. S

    offer lower than the bid..

    UK... LSE as above
  2. S

    offer lower than the bid..

    Market shut at 4:30? The order just didn't execute (Buy @ limit 171.50)
  3. S

    offer lower than the bid..

    yeah - i tried trading at this ask price and it didnt execute IB will be able to answer you think? one other issue that im having is for large caps (e.g. RBS) the LSE data subscription isnt enough? also need Turquoise subscription for realtime prices?# dont see why that shuld be
  4. S

    offer lower than the bid..

    market depth window is completely blank (literally nothing there)... here is the time & sales data though, might help
  5. S

    offer lower than the bid..

    hi all fairly new to IB's trader workstation platform any idea why on this fairly illiquid UK stock the Ask price is quoted lower than the bid? see attachment last traded price is also 174.. (so would assume real ask/offer should be 175 ish)?? also checked the level 2 screen and...
  6. S

    Screening for Events

    The cutting edge of data mining? Do you actually have any background in analysis, trading, computing whatsoever A properly configured RSS feed would basically do the job
  7. S

    Screening for Events

    i'm actually stunned by the responses on this thread. no hunger, no intellectual curiousity. just pompous timewasters
  8. S

    Screening for Events

    IPOs, dividends really not relevant in the context of this strategy.
  9. S

    Screening for Events

    newwurldmm that corp action screen is really quite poor, (CACX), really only returns M&A transactions... MARB is more effective for that. I'm more interested in a clever way of using free data (Google trends, twitter, news) as I'm not a code-head... reward is £50-£300 depending on how...
  10. S

    Screening for Events

    no?
  11. S

    Screening for Events

    Hi all Hoping the creative amongst you can help me set up a screen - potential for reward if any solutions are particularly ingenious. We are event traders. Ideally we are presented with binary outcomes (either stock goes to x or y). Historically, the market has been quite poor at...
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    Risk Arbitrage

    thanks - i'll take a look at the bloomy function you mentioned. I'm well aware i'll need a human to manually filter candidates, I was merely hoping to slim down the universe of stocks or news flow with a clever filter. For example, I started by looking at largest implied volatility changes...
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    Reason why one can't buy and hold volatility?

    that is what th OP wanted clarification on, why does the position "decay"
  14. S

    Risk Arbitrage

    I think coding an algo to read the news is overkill here. Also, historical M&A is of no interest - just <b> new potentially binary situations</b>
  15. S

    Risk Arbitrage

    Hello All I currently trade a derivatives strategy that is consitently profitable in the right cirumstances. The situation I need: 1. Stock has just priced in a binary event. (i.e. Takeover bid is made - will it succeed or fail?) 2. The probablility is less than 90% percent for...
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    Reason why one can't buy and hold volatility?

    no-one here is giving you an accurate explanation Why do vix future position decay? They dont always. It depends on the shapre of the vix futures curve. If its upward sloping, agents are expecting volatility to rise in the future. If its downward sloping, agents are expecting...
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    Cheapest binary betting service?

    Hi all am testing out a new strategy so would rather use binary betting than options anyone know the cheapest (spread) service? Am with one-two-trade at the moment... really not great, hoping there is better out there
  18. S

    The most downwardly volatile market in general

    for the last few days I have been comping Implied vol (same for both calls and puts due to put call parity) and Actual downward vol Implied vol is in fact higher by a touch on the S&P. Selling OTM puts is a long run winner, clearly due to the increased prevalence of Long RM portfolios...
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    The most downwardly volatile market in general

    Implied or actual? In fact a spread between the two might be the most interesting measure
  20. S

    The most downwardly volatile market in general

    let me rephrase The S&P is more likely to go Up than Down on any given day. This does not mean the S&P tends to trend upwards necessarily - Down moves tend to be bigger than Up... Is there another market that is more extreme than the S&P, generically, in this regard? i.e. has very...
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