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Search: Posts Made By: uwevoelker
Forum: Brokers June 21st, 2017, 04:30 PM
Replies: 3
Views: 2,310
Posted By uwevoelker
I did this a few years ago (in 2011 or 2012) and...

I did this a few years ago (in 2011 or 2012) and there were no problems. I think I used a different email address. I first opened the IB account and then transfered all positions/cash via internal...
Forum: Brokers June 21st, 2017, 07:21 AM
Replies: 668
Views: 307,204
Posted By uwevoelker
Can you trade option ratio spreads as one order...

Can you trade option ratio spreads as one order with OAK?

The web site mentions spread orders, but it sounds more like futures spreads.
Forum: Options February 11th, 2017, 03:39 AM
Replies: 7,370
Views: 1,999,376
Posted By uwevoelker
Do you like to see a large number in "excess net...

Do you like to see a large number in "excess net capital"? Or is the percentage to "adjusted net capital" more important?

Either way, Zumo does not offer the trade execution I'm looking for...
Forum: Options February 9th, 2017, 01:32 PM
Replies: 7,370
Views: 1,999,376
Posted By uwevoelker
As already mentioned, TDA/TOS is not possible for...

As already mentioned, TDA/TOS is not possible for me.

I have an IB account and I do trade complex positions there. But as Ron already mentioned, the margin is too high for his trading style. Also,...
Forum: Options February 8th, 2017, 05:50 PM
Replies: 7,370
Views: 1,999,376
Posted By uwevoelker
May I ask what you pay per month and per round...

May I ask what you pay per month and per round turn?
Forum: Options February 8th, 2017, 03:25 PM
Replies: 7,370
Views: 1,999,376
Posted By uwevoelker
Broker for spread orders

I would like to bring the topic (again) to broker selection. I currently trade at DeCarley (Zaner/GAIN) with Zaner360. The service is outstanding, but the fees are very high (8.62 round turn) and the...
Forum: Options January 18th, 2017, 01:32 PM
Replies: 610
Sticky: PC-SPAN
Views: 191,443
Posted By uwevoelker
Now I found it! I was looking for a field...

Now I found it! I was looking for a field "underlying price" or similar. Instead I have to search for CME/ES/FUT. It is in Type 82 (like for the options).
Forum: Options January 18th, 2017, 01:00 AM
Replies: 610
Sticky: PC-SPAN
Views: 191,443
Posted By uwevoelker
I have a general question about the SPAN data...

I have a general question about the SPAN data files. Is the price of the underlying (ES in my example) part of the .c.pa2 files? I see it in Ron99's backtest spread sheet.

I have looked for it in...
Forum: Options January 16th, 2017, 02:34 PM
Replies: 7,370
Views: 1,999,376
Posted By uwevoelker
Where do you look at for the delta? "span_delta"...

Where do you look at for the delta? "span_delta" in the SPAN files?

Like the other poster mentioning TOS, when I look at the delta in TWS there is a huge discrepancy (TWS delta is way too low for...
Forum: Options January 9th, 2017, 02:54 PM
Replies: 7,370
Views: 1,999,376
Posted By uwevoelker
Actually that is not too much. I pay 8.62 (also...

Actually that is not too much. I pay 8.62 (also at DeCarley). A friend of mine is at Iron Beam and pays around 2.50.

(As a reference, IB is 2.82 - with higher margin requirements like Ron...
Forum: Options October 25th, 2015, 03:40 PM
Replies: 610
Sticky: PC-SPAN
Views: 191,443
Posted By uwevoelker
I noticed the same (ES missing). Apparently you...

I noticed the same (ES missing). Apparently you have to use SP. Is this somewhere encoded in the data?
Forum: Options October 23rd, 2015, 01:45 AM
Replies: 610
Sticky: PC-SPAN
Views: 191,443
Posted By uwevoelker
Thanks Dudetooth, I will have a look into the...

Thanks Dudetooth, I will have a look into the documentation.

If you don't mind, I would appreciate if you could break it down in a little more detail, perhaps with an example.

Yes, I'm looking...
Forum: Options October 22nd, 2015, 03:46 PM
Replies: 610
Sticky: PC-SPAN
Views: 191,443
Posted By uwevoelker
Is the format documented somewhere? Let's...

Is the format documented somewhere?

Let's look at the E-Mini January 2016 1575 Put (data files are from October 16th):

81CMEEW ES OOFP201603 201601 ...
Forum: Options October 20th, 2015, 05:04 AM
Replies: 7,370
Views: 1,999,376
Posted By uwevoelker
Hello ron99, thanks for this thread. Your...

Hello ron99,

thanks for this thread. Your new strategy is to sell 1 put and buy 2 lower ones. Did you also do the backtest from 1/1/2013 to see how the ROI is changed?

Thanks, Uwe
Forum: Options April 21st, 2015, 02:27 AM
Replies: 8
Views: 2,722
Posted By uwevoelker
OptionVue would be a manual back test. You click...

OptionVue would be a manual back test. You click through the historic time intervals and do your adjustments by hand.

QuantyCarlo is a new software package which promises automatic backtests.
Showing results 1 to 15 of 15

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