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  1. J

    growth vs. value (again)

    i modeled the trade on the 16th. iwn had already popped because of the barrons article so i didn't do it with real money. bad decision. here's the equity graph, so far, based on short 1, long 2 of what ever multiplier you want to use. although there's no red on a closing basis, you did have...
  2. J

    growth vs. value (again)

    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...
  3. J

    RTD for VIX has issues

    i've seen this phenomenon as well. it's usually cured by changing the topic from last to mark or mark to last. i've also seen implied volatility being returned instead of mark or last prices. another solution i found that sometimes works, is to close and reload the spreadsheet - anything that...
  4. J

    RTD not working with older expirations on TOS

    i was using rtd with ondemand. like gary said above, you have to set the ondemand date and time to a date prior to the expiration of the option you're interested in. it will then be accessible using rtd.
  5. J

    RTD not working with older expirations on TOS

    i recently went back to nov 2016 and had no problem seeing valid quotes. it takes a few minutes to fill in all the data on my computer, although, my windows computer is a wimpy notebook and a lot of programs running.
  6. J

    python gui programming

    when you refer to thinkorswim api do you mean the td ameritrade api? when i contacted thinkorswim about an api they told me to contact td ameritrade, but that was a while ago. that's an ambitious goal.
  7. J

    python gui programming

    i'm continuing to tinker with the tkinter gui. this past weekend i discovered how easy it is to get maplotlib graphs into a tkinter canvas. they don't look bad. i'm not saying tkinter is a good gui platform but it's not as bad as it looks from initial impressions.
  8. J

    Implied volatility of option expirations

    my reasoning for this is based on my assumption that the market is setting up for a binary event in november. i'm comparing this with other binary events i'm very familiar with, namely, quarterly earnings. in the weeks, days preceding earnings, the vols in several option series that expire after...
  9. J

    Implied volatility of option expirations

    that link took me to a video on how to safely invest in cryptocurrencies in 2020.
  10. J

    Implied volatility of option expirations

    in a related topic, how do we reconcile the apparent difference between the spx volatility constellations for the future months and the vix term structure. looking at the volatility curves for spx, there doesn't seem to be an unusual volatility bump in november, like there is in the vix term...
  11. J

    Vix prices on TOS

    correct on both counts. you can't trade the vix index (but you can trade vxx and uvxy) and the vix options trade off the /vx futures price. i usually trade vix broken-wing butterflies when the vix gets very low. i had to add the futures price as a special case in my options analysis program to...
  12. J

    tcp sockets in python

    to follow up on my sockets question, my quote server has been running for a few weeks and i haven't run into any issues with sockets or python. i'm not impressed with the performance but i can't indict python yet; there's a lot of variables. i can say it's noticeably slower than my java quote...
  13. J

    Tos is down ?

    thinkorswim did another large update over the weekend and likely messed something up. i had to close a position from my phone. for those that have the tda api, have you implemented trading from it? it would seem that that would still work and would be a good backup solution for thinkorswim's...
  14. J

    python gui programming

    i can get etrade quotes, but not in this application. i may add it later. i have the api in java and can access quotes with a java version of a quote server. etrade provides a sample java and python implementation when you get approved for access. etrade uses oauth1, which is pretty...
  15. J

    python gui programming

    i didn't like my first version so i did a version 2. this one took much less time, mainly because i knew what i was doing this time. i used the place() window manager that lets you specify coordinates for the location so you can put controls anywhere you want. the previous version used a grid...
  16. J

    python gui programming

    i use emacs for my python programming editor. i use jupyter to develop python and then convert to py. my main programming effort is java and javascript. i won't do any future large desktop programs. i'm moving mostly to the web. i use netbeans for java, javascript, and php and andriod studio...
  17. J

    python gui programming

    since you guys hijacked my topic :) i want to return to my original problem: python gui programming. the project i needed it for had to be sidelined because my data source went away but now my new program needs a gui. i used tkinter and came up with the gui below. it's not pretty but it does...
  18. J

    tcp sockets in python

    thanks for the replies, guys. i'll look at zeromq, but i would need a compelling reason to change protocols since a few of my clients already have code to talk to my socket protocol. if python tcp sockets can do the job i'll probably use that, in the short term. ultimately i want to do a web...
  19. J

    tcp sockets in python

    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...
  20. J

    export historical data from thinkorswim

    i didn't notice that till you wrote about it. what do envision putting in there, an indicator value, iv?
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