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  1. X

    Understand TLT

    I'm confused with the dividend yield of TLT. The current treasury 20yr yield is about 5%, why TLT have only around 2.5%. what makes such difference.
  2. X

    ticker data or bardata.

    Thanks, probably I only need bar data in this sense.
  3. X

    ticker data or bardata.

    Thanks, let me know if my understanding make sense: Bars are easier to dealt with since they have all the price, volume etc well formatted (in IB), especially currently I want to dealt with both historical bar (for model fitting) and close to realtime bar. Ticker data is good since more...
  4. X

    ticker data or bardata.

    don't really need something super accurate right now, but a correct direction with something appriximately right. Is there any reference I can look deeper into?
  5. X

    ticker data or bardata.

    how about volume, is it able to derive from tick data?
  6. X

    ticker data or bardata.

    have being using ticker data in forming my code and database. and I think I can keep going like this. I also see ohlc data is available in ib_inync after subscription. Is there any value that makes the switch to ohlc data ? which need to recode up a lot of things. I'm thinking if ticker data can...
  7. X

    IB live data subscription

    have be using delayed data for testing, but now want to have some more live data without spending too much.
  8. X

    IB live data subscription

    I plan to subscribe to live market data to test my algorithm, which bundle and price shall I choose nowadays and what the price levels? I currently just want start with some basic settings like SP500 NYSE NASDAQ live prices. Any ideas?
  9. X

    How to code up sharpe ratio [ibapi + python]

    This could be a design issue or maybe there are some more efficient tools or path I'm not aware off. Below is my thought start from scratch but any other idea is greatly appreciated. 1. download store portfolio positions 2. download and store prices of each position very often. 3. calculate...
  10. X

    Is 100 a good enter point for TLT ?

    This is the insight I'm looking for, but how do you know TLT = 100 is equivalent to 4% yield?
  11. X

    Is 100 a good enter point for TLT ?

    I and my wife have a chase mutual checking account which we constantly have about 100k as emergency fund and want it to stay with chase, the deposit saving rate with chase is currently .01%, and any purchase of CD need to make a phone call which is a great hassle. My goal is to archieve some...
  12. X

    Is 100 a good enter point for TLT ?

    its a JPMC self direct account and I'm only going to short cash secured put, my question is would TLT really goes to zero?
  13. X

    Is 100 a good enter point for TLT ?

    I'm less concerned about the earning, but more interested in the potential risk / downside since I just want it to be a bit higher thank the saving's rate. My question would be in what scenario would I suffer aignificant loss or wiped out in this case?
  14. X

    Is 100 a good enter point for TLT ?

    What I don't understand is the downside risk, and what it means if it goes to 90 or 80?
  15. X

    Is 100 a good enter point for TLT ?

    trying to be as risk free as possible and thinking of short put on TLT at 100 strike to pick up few bucks. My questions is what is it really mean if TLT gets below 100? do I just holding a exposure about 3% yield and that's it?
  16. X

    what's wrong with IB Gateway

    exactly as advised, thanks!
  17. X

    what's wrong with IB Gateway

    I'm trying to log into the IB gateway paper trading account and it now gives me this message, can anyone help me understand and suggest what to do ?
  18. X

    How to calculate realtime stats?

    Okay, then the IDE I use for now is VS Code, which I think would be pretty much the same as pycharm.
  19. X

    How to calculate realtime stats?

    Good to hear your feedback. I think deque is about what I'm gonna use, but the way I structure it might will be a bit different than you suggested. 1. Not sure what you mean IDE, its just simple Python code being called in command window. 2. did hear or use GIL, I'm using single thread...
  20. X

    How to calculate realtime stats?

    what I'm struggling is with how to actually implement the FIFO to make it efficient, there is what I have so far. so I will pop the last element and push a new element in to the list every 5 minutes (dt = 300 sec), of course the dt can be 1 hour, 5 days etc as it needs to be customized. It seems...
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