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If your system trades daily, you don't need to test every tick. If you are trying to arb S&P 500 futures vs. SPY intraday, maybe you do.

Interactive Brokers is one I use.

Is there an automated way to get credit ratings from Moody's, S&P, and Fitch given a stock symbol? I would like to see if credit ratings can predict stock return volatility.

An introducing broker partners with a futures commission merchant (FCM) to execute customer trades. There are various introducing brokers who use Interactive Brokers as their FCM. Why would I use an introducing broker instead of an FCM like Interactive Brokers (where I have an account) directly...

Suppose there are related securities, such as two preferred stocks of the same company, whose price difference should trade in a narrow band. How would you poll the market at a relatively low frequency (say every 5 minutes) and send an email when the price spread is outside a specified band...

Thanks. I see Thinkorswim has good historical options data. It's part of TD Ameritrade, now owned by Schwab. I have a Schwab account, but I don't see such data on the Schwab site. The TD Ameritrade and Schwab platforms are supposed to be unified in 2023. For now it looks like I need need a TDA...

Having looked at HYG options for years, it's my impression that the ratio of implied vol to historical vol tends to be especially high, perhaps because there aren't too many ways for retail traders to trade credit vol. Are there other ETF for which the IV/HV tends to be higher than for SPY? To...

Man (a UK money manager) seems mildly bearish on 10-year JGBs:

Since that wonderful thread is titled appropriately, it should not be changed. But that was created by a user, not a site administrator, and someone is free to create a POTD Men thread.

I think this tweet storm by @macrocephalopod is very good. Robert Carver has book-length treatments of these ideas.

The readership of Elite Trader probably skews heavily male, which may be why this sub-forum may say "Drop in here to chat about random off-topic things like jokes, hobbies, women, etc." To be a bit more welcoming of women, perhaps change "women" to "relationships", or "women and men"? If we...

I think this course offered by the CUNY Baruch MFE Program is interesting. I am not affiliated with Baruch and probably will not pay for the course, but I may go through the list of readings in the attached brochure. Advanced Macroeconomics Certificate November 12 – December 11, 2022...

Based on this current paper from the Journal of Finance (October 2020 working paper here), do you think it is possible to profitably short the most bought stocks at Robinhood? Of course position sizing is very important, since some of the stocks have skyrocketed before falling back to earth. I...

In his life, Trump has tried to "get Biblical" with as many hot women as possible. I'm a Republican, but if he's the nominee I am abstaining from the presidential election.

I know the short JGB trade has that reputation, but in general, if a government is suppressing a bond yield or supporting its currency at a certain level, doesn't shorting the bond or currency have asymmetric upside? Of a course a prospective short JGB trader needs to estimate volatility and...

A Bloomberg article makes me wonder if shorting JGB futures is a trade with asymmetric upside. Bond Vigilantes Revive Wagers on a BOJ Hawkish Policy Shift * Swaps, corporate bond coupons point to surge in 10-year yields * May test governor Kuroda’s determination to stick with policy By Ayai...

On Yahoo Finance I sometimes see large moves in stocks after hours. Are they more likely to be reversed than moves during normal trading hours? My guess is that for less liquid stocks, and for stocks that do not have news such as earnings, that moves after 4pm tend to be partly reversed by the...

A current Bloomberg article, Wall Street Bulls See Hope for Reprise of Earnings-Season Bounce, says I subscribe to the Bloomberg site but not the terminal. How do they define the earnings season? How would you?

Thanks. With the Sep and Oct VIX futures down so little, why were VXX.IV and VIXY down so much today?

Today VXX plunged 9.19%, much more than VIXY, which fell 3.17%, because of the story Barclays Resumes Further Issuances and Sales of Certain iPath® ETNs. The premium over NAV has dissipated, and IB still shows a lending rate of 33.8%, but it's after hours and the data may be stale. Obviously...