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I'm very interested in your view, but it's hard to take it seriously without any evidence or even an argument of any kind. Who are the criminals running this ponzi scheme? BTC seems beyond the reach of a governing influence to control it. It trades on numerous exchanges and as derivatives with...

Above, I thought it was clear. I'm referring to bitcoin futures as listed on the CME. The term "CME gap" is practically a meme in how prevalent it is. I didn't coin the term, and if you haven't heard it yet, I'm sure you will before much longer; it's that widespread. Are we quibbling over...

I hear talk of a CME gap every day by self-styled pundits on youtube and elsewhere. I know my ego is set to take a good thrashing for disagreeing, but I have to say I'm just a little skeptical that this is a reality at all. Would anyone care to second my skepticism, or perhaps set me straight...

I think I understand your point. What I was trying to ask is, in setting up a virtual security, is it possible to list a target dollar value for each security, rather than a number of shares. The share number could be calculated based on the market price at the moment of creation. This can be...

Thank you! That's a great solution. Pushing my luck here, but I was wondering if virtual securities are somehow codable as dollar amounts rather than share quantities. In any case, this is already great.

Is there any way to chart the performance (bar by bar) of a whole portfolio of stocks (with their respective share numbers) in TWS? I can imagine a study whereby different charts are summed together might work, but don't see a "sum" study. Any thoughts would be appreciated.

I was just reading an extensive thread about Tasty Trade and also notice there is a whole forum about IB, so I assume there's no censorship of discussions on brokers. We can chat privately if you prefer. In short, I use a pairs trading strategies with varying ETPs tracking the Vix futures. Net...

Can you recommend a broker with generous margin requirements for ETPs such as the tickers SVIX and SVXY (which often require 100% on long positions due to the risk of sudden and large drops)? I am trading a diversified portfolio which I believe is reasonably well-hedged, and do think some...

The CBOE lists the values, but once again only 15 minutes delayed. An interesting article by Vance Harwood has me intrigued about these indeces and how they relate to the volatility ETPs SVIX and UVIX. It would be nice to follow them in real time as part of the decision process.

Does anyone know who to view the live prices of these indeces? Delayed data are readily enough available but I can't seem to track the live prints. It's not quotable in my broker platform. Thank you!

Commentators are always attributing the recent pullbacks in equities to spikes in fixed income yields. I have to say, I find this correlation hard to believe. Is there anyone here who is also skeptical of this hypothesis, that stock prices and bond yields must move in opposite directions? More...

IB gives you 100:1 leverage on fixed income securities less of 6 month or less. But what's the point? The cost of leverage is greater than the yield.

Thank you. I’m just wondering though, doesn’t the put vertical have capped payoff, whereas this so-called zebra formation has an unlimited payoff. I think the OP wants a short stock substitute without having to pay out the time premium on a long put. A bear debit spread certainly reduces cost...

Not quite the position I assembled yesterday, but today's trade was quite a departure from yesterday's! I noticed that if the short leg is slightly OTM, the Greeks are more helpful: longer gamma and longer theta. But you asked about all legs ITM. The gamma goes negative closer to expiration...

I agree it is silly to distinguish between synthetically equivalent positions. Although in this case, the dissected position you mention does seem to have 5 legs instead of 3. Perhaps the article's trade is the better version of this position (unless the wider ITM spreads offset transaction...

I have never tried this. It reminds me of a backspread, except that the short option has lower delta than the 2 long options. I just skimmed the article, but I'm confused why the time premium is said to be flat, yet the theta is still net short (-7.263). That doesn't sound like "nearly zero" to...

I set up the trade with the NBBO as listed on Interactive brokers at the time of the original post. 5.12 was the exact midpoint between the bid and offer, which I have found usually gets hit sometime during the trading session. The midpoint of VXX spreads gets picked off almost instantaneously...

Straddles can be expensive. They can also be inexpensive and a good store of value. It all just depends on the volatility regime of the moment. I wouldn’t call straddles cheap right now as such, but the whole point of the strategy is that the long straddle is financed by the short straddle. The...

I am interested in your views on an idea: Selling straddles on VXZ to finance long straddles on VXX. Currently, the December straddles on VXZ are trading at a midpoint of $5.12. VXX straddles of the same expiration are at $10.12. Selling VXZ straddles and using the money to buy VXX straddles...

To SunTrader's point above, yes, I'm quibbling about $ signs vs. % signs. It does amount to the same thing in the end. I admitted as much in my opening sentence of the original post. But I do think it's just plain silly the way people insist on speaking about rates. Oh yes they do say that...