Attempting to profit from short-term fluctuations in a security's price as opposed to investing in the security for use or income.

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33 views

What is broker neutral trading system?Can I use leverage if using broker neutral EMS?

What really means broker neutral trading system?Can I use leverage if using broker neutral EMS?
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2answers
92 views

trading equities on options feed/microstructure data

Obviously, not asking for a trading strategy, but do people successfully use options feed/microstructure data to trade equities intraday? What's the general framework for such strategies?
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21 views

DOL (Department of labour) API does not showing most recent results when requested instead shows unauthorized

I have recently been experimenting with backtesting swing trading FX strategies using quandl economic data and now that the time to deploy these models has arrived I have signed up for a developer ...
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26 views

consensus on Trading Costs in Empirical Papers

Is there some consensus in the literature to model trading costs when going short/long SPX options? Like 2% trading costs to switch from short to long and vice versa plus 20% (just an example) margin ...
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149 views

Java Implied Volatility Solving with Newtons Method

Hi I am currently working on implementing my newtons method to guess implied volatility and I have the same code as you do. However, my vol result goes to infinity and I have not figured out why my ...
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58 views

How to compute return of a variance swap?

How does one calculate the investment of a zero initial investment asset, specifically a variance swap? In this asset the payoff is given by the difference between the realized variance in a certain ...
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2k views

Can end-to-day trading be profitable? If not, why? [closed]

Many academics argue that end-to-day trading, where you go long or short before opening and sell your security at the end of the day, is not profitable. Various explanations are given for this concern....
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38 views

How does a small recovery in oil prices equate to risk appetite? [closed]

I was reading an article yesterday that the Aussie/Dollar pair fell due to a sharp fall in oil prices (38.20 down to 36.70) which the market sentiment considers as "Risk off", and as oil prices ...