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the spy etf is cap-weighted and therefore has benefited from the recent rise in the largest tech stocks. a possible pairs trade is to compare the spy vs its equal-weight version, rsp. if you compare the relative performance between the 2 etfs, they usually trade in a close range relative to...

today there was a discussion about using a 1 dte iron condor and trading it as if it was a 0 dte trade, closing it before the market closes. i thought that was a good idea, so i modeled one at 9:00 pacific time. at the time, i forgot about the cpi release tomorrow morning. the trade didn't do...

a few people expressed interest in implementing a risk graph in excel. my previous implementations use visual basic, but i explained to some how it can be done w/o software. i found a spreadsheet on the web, called "Options Greeks Calculator.xls", that uses only excel functions to implement...

this weekend there were several articles in barrons re. the current rotation from growth to value. the reasoning is the upcoming re-opening of the economy due to favorable news on a covid-19 vaccine will prompt more investments in value stocks. some of the analysts they referenced expect this...

i have a lot of programs that need quotes and i'm getting a little tired of writing code for each one when i get another quote source. all my java programs can share the same source code, but i have apps in other languages and phone apps. what i did with my etrade quote source was write a quote...

i found a thinkscript that allows you to "export" historical data from thinkorswim. it takes a bit of work to get a valdi csv file but a little automation will fix that. https://usethinkscript.com/threads/exporting-historical-data-from-thinkorswim-for-external-analysis.507/

for all the web developers out there... i found this trick to free your web application from the browser window. this is actually an html file running a javascript command. it will launch your web application in its own window without the address bar, toolbar, and tabs. edit the file to...

i started learning python last year and as a script language it's pretty powerful, but i'm used to gui programming in java. i looked at tkinter and it is ok but very tedious. are there other python programmers in this forum? what gui packages are you using? i need a gui editor like what's...

there's an article in the september "technical analysis of stocks and commodities" magazine, called "the limited risk reversal spread trade". it details a variation of a risk reversal, but it seems more like a variation of a long call to me. anyway, the article is written by robert j. seifert...

i never thought of growth vs. value as a pair trade before, but why not? this week barrons had an article about value finally replacing growth. i used vanguard value and growth etfs as the proxy but there are several other combinations of etfs you can use. i searched for some articles on the...

i'm just identifying these as potential pairs. i don't know if this is a good time to trade them. qqqe is the equal weight qqq and rsp is the equal weight spy. back in late february, qqq was under-performing qqqe; it usually outperforms. at that time there was a lot of political flack for the...

i started a paper trade in a silver - gold pair in response to a trade that tom sosnoff did on trastytrade this past friday. i used an 8:1 ratio based on the notional values. i finally updated my pairs trading web page to a new data supplier and also added a backtest feature that simply models...

i'm talking about unusual options activity, not actual elephant hunting. this past april someone bought 21,000 jul 25 calls in symc. this is a very large trade for symantec. at the time symc was trading around 23.5. the calls were trading around $1.16. earnings were in may and the stock cratered...

today in tg1, someone mentioned that most of the market returns occur overnight. i read this study last year and decided to prove or disprove it myself. as with all market performance statistics, it depends on when you start measuring. my conclusion is it's true and not true. i couldn't locate...

i've been using finviz for quite a while but i only recently registered on the web site. registering lets you do a few things unregistered users can do, such as save screens. i have a java program that i use for custom screens i wrote but lately i've been playing more with other screens and...

the chart shown below is called a price activity chart (PAC chart). probably most here have never seen these before. the details of its construction were described in a stocks and commodities magazine around 2004 plus or minus a few years, i think. i'm not sure why these never caught on with...

no one seems interested in earnings trades, how about long term diagonals. in this trade i buy a deep out of the money put, 4 or more months out, and sell shorter term slightly out of the money puts against it. for the shorts i use weekly's, one or two weeks out and roll them as they get near...

i do lots of options trades on earnings. the trade i do most often is a weekly put diagonal, sell the week of earnings and buy the following week,lower strike. the analysis tools say this is a positive vega trade but it's really not. the front week iv drops much more than the back week. the...

does anyone in these forums trade pairs? i'm interested in doing this to remove the market risk. i'm curious as to what criteria and what method people use to find pairs. i know the obvious and maybe most common criteria is over/under performance, but you can also use the yield curve to trade...