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Thanks. Yes I'm planing to write components for IB API pretty soon as I need them for my own trading. Regarding Qtstalker I'm not sure. I'll take a look at it. In any case it will certainly work on Linux (it's in JAVA after all).

I'm working on an open source library which could eventually become a trading platform. This is project's blog: http://crossbow-library.blogspot.com And source code is available at GitHub: http://github.com/ViliusN/Crossbow

I have a couple of ideas about that :-)

I understand this. But that's not what I am talking about. My question is, why would the IV change in an option which is not traded at all? Let's extend your example a bit further. Let's say, there is another option with different expiration date. There are no trades in that option. Can you...

When why would the options with no trading volume at all (I literally mean 0 volume) move synchronically with their (relatively) heavy traded brothers? How can you explain it otherwise than market maker in action?

I've seen something like that when working with IV surfaces. Got excited for a while, but latter I came to a conclusion that all options have the same market maker, who adjusts the bid/ask prices of all options in a chain. Isn't that the reason for "synchronisation" effect? Or I am missing the...

Em.. VIX futures? Loads of long option positions (CALLs and PUTs)? Long on volatility isn't such a difficult bet.

Because it's that simple :) You can try to apply some very advanced math to a coin game, but the damn coin will still land on each side with a 0.5 probability. Not much you can do about this (that's why you shouldn't play coin game or roulette for real money). If you do not have a method to...

Think of a coin. If you toss it twice, it can land in four different ways: HH, HT, TH ant TT. If you get H in first toss (moderator affect?! :D), what is the probability that you will get H again in the second toss? piatdesiat na piatdesia, moy drug :cool:

:D oh That glorious account.. Sure!

My what?.. What "glorious account"?

um.. Kazakhstan

I guess I am the most international trader here. Lets see.. I am Lithuanian (that small country out there). But currently I live in Kazakhstan (that other not so small country :)). And I make a living by trading in US markets mostly. The time difference between New York and Astana is… 11 hours...

What the hell is "DOM"?

Is there any "international trader's day"? If not, should it be celebrated?

That was cruel :D

When watching level 2 data (Nasdaq, MSFT stock) I noticed plenty of 1 lot orders by big market makers at various prices (See attached picture). I wonder what do these orders mean? Do they really care to buy/sell 100 MSFT stocks? Or is this some kind of trick to hide real size of order?

Everything what HoundDogOne seems to be right.. But exaggerated a bit ;) I almost finished my pairs trading system. And I would say my advanced-amateur level in programming and beginner level in trading was enough. However the biggest problem was that I had to deal with 3 different...

If some guy is so good at basketball why is he working as a coach instead of playing himself?