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  1. J

    Germany: Scholz tax on spreads

    Hello, As I recently discovered, from 2021 Germany introduced draconian tax on derivatives trading, details here: https://winheller.com/blog/en/crypto-derivatives-futures-tax-germany/ I want to trade index option spreads, any recommendations? Delaware LLC? Some prop trading (which one)? Thanks.
  2. J

    Looking for a Interactive Brokers API programmer

    100 euros an hour and we can talk. I'm programming mostly in Java for 20 years now. Have my own custom algos, trading via IB API, in Java.
  3. J

    Options trading close to expiry

    Well, I described it clearly already. If you want to prove it yourself, go, open small account with IB, deposit 2K, go all in on TSLA weekly options on Tuesday/Wednesday or whatever else is moving fast. Watch for "Account" button go yellow, then your position(s) might be closed rapidly.
  4. J

    Options trading close to expiry

    No, not 1 hour before expiry. As soon as their risk system spots "not enough margin" few days before expiration - they're closing positions when they please. I had this multiple times.
  5. J

    Options trading close to expiry

    Option_Attack described things accurately, I have nothing to add.
  6. J

    Options trading close to expiry

    If they do it only on expiration date - I'm completely fine with that. But IB's risk system starts complaining 3-4 days before expiry. Of course you can say: you need bigger account and smaller risk per trade, but that's out of scope of my question.
  7. J

    Options trading close to expiry

    Hello, Can somebody recommend a broker (preferably with API), which doesn't forcefully close your long options positions (expiring same week) when they get in the money? Interactive Brokers is unfortunately exceptionally annoying for this one.
  8. J

    Forecasting with GluonTS

    Hi, Did anybody work with GluonTS? https://github.com/awslabs/gluon-ts I created forecasting model with CNN using Keras, in Python, feeding it with few technical indicators from talib. Unfortunately accuracy is pretty low and results are not that encouraging so far, so thinking about switching...
  9. J

    Java FIX tool for position (re)entry

    I got IB account, would appreciate if you share it.
  10. J

    Java FIX tool for position (re)entry

    Hello, I'm looking for a small utility that would watch futures data stream and enter position at specified level with a stop. If stop gets triggered - set entry criteria again and wait. Or may be there's something already available in existing tools like ninja/multicharts, etc? Thx!
  11. J

    Amibroker options backtest

    I'd rather test worst case scenario
  12. J

    Amibroker options backtest

    Wanted to add: I can probably connect external options pricer into amibroker...did anybody do something like this before?
  13. J

    Amibroker options backtest

    For SPY or AAPL liquidity is not an issue if I'm targeting not more than 100 contracts per trade.
  14. J

    Amibroker options backtest

    Hello, I'm evaluating Amibroker for backtesting options strategies. Can anybody please point me to a simple example on how this can be done? Their support told me that they can't provide it right now. Also, please don't try to sell me your consulting, I'm a programmer myself, it's just not...
  15. J

    looking for freelance programmer to code IB algo

    IB is Java, their native gateway API is java. I can imagine doing something in this direction, 80 euro per hour, 6 months full-time ongoing project minimum. for 300$ you won't find anybody real
  16. J

    Options prop firm, EU/remote

    Ok, let's clarify. For example, 5-10K USD deposit. At IB (or any other options broker), with cash account, I immediately face PDT rule, which is a major bottleneck. Portfolio margin account (and freedom from PDT) requires 25K+, as far as I know. What I'd like to see is 20x5K = 100K margin...
  17. J

    Options prop firm, EU/remote

    Hello, I'm looking for leverage to day trade US equity options. I've seen references to Maverick, TopStep. What I'd like to see is minimal fees, 0 education, up to 20x leverage. Would appreciate advice. Thx.
  18. J

    Options on index futures & ETF

    Hi, I'm trying to figure out how options on ETF like SPY correlate to options on futures on E-mini. If I understand it right, 1 options contract for S&P 500 futures@2090 corresponds to 10 options contracts on SPY@209. Would appreciate some links to books/resources on this. Equity options are...
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