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Update on what I said before re using TOS for calendars study. I don't use TOS myself, I relay on my apps to study trades or to verify statements made by others. Lately I spend much time on time spreads and today I fancied to check myself with TOS. I believe I said TOS is an app that can be used...

Thanks, Jim.

I would be interested in post mortem analysis, if you make one, after finalizing the trade. This is to complicated for my abilities but can serve as a study object. I entered a single calendar trade about week ago or so (dont have platform open). FOr all that time it was flat or slightly under...

Bill, re. table. I’m surprised how well you did with XW. My first thought was that you were just lucky, that the market happened to cooperate, but then I looked at the chart and that period was not XW friendly. Maybe I’m wrong in my assessment (which I type below) of the trade? Or maybe...

In other words: this trade is not invariant to changes in IV. ;)

William, thank you for short info. It helps to know, or to have anchored estimate about knowledge and level of an interlocutor (is that a word? :) ). Looks like you had a good start, better than mine for sure. I refer mainly to being "eager student". Also you landed in Amy's course -I do not...

I do understand. You should work with a coder who is not a trader :) As much as I would like to help - I can;t. I'm also self learned, not a professional programmer. I know very little C/C++ not #. Nothing of .NET. All I do is python (but thought of writing some C procedures for it). Was also...

Ah, weighted vega. I have similar experience with it. It was so long ago... I think Taleb was the original propagator of the idea. It is useful thing but not possible to accurately catch with a model - as many other things (delta, theta gamma etc). You are right about how some people treat...

Bill, can you elaborate on that? Why this ratio matter? Did you look at historical performance of structures with this "scary ratio"? I'm really interested in your point of view, and Jim's, on this. I know traders who do look at theta/vega but never found convincing explanation. With time...

(Bruno, I remember you were working with somebody on this project. Do you still have a coding team/group? Your project looks very ambitious - doable for a single coder but for sure exhausting / hard to maintain / to debug / to test / and to do many more things when coding lone. I'd say its'...

This is interesting topic. Here are prices of 3 degree calendars (meaning 3 day separation between long and short strikes - sorry, I must create those names for my sanity...) The middle one is a weekend calendar, others are not. I don't pay much attention to greeks but I do pay attention to...

Thanks. I have an idea what SOAP is and what it does from previous presentations. Wanted to see what have changed since. Again on my side it is purely platonic interest.

I'm mostly interested in coding trading related projects than in projects as trading support. Unfortunately it sounds like I wont be able to help. I know you put a lot of work in SOAP - glad to hear the project is still active. Not sure how it is now, but I think TOS allows outside us clients...

Bruno, if not mistaken, SOAP was for Windows-IB pair only. If that changed, I may ask more questions

Tb2018, you missed the point of my post. My remarks were based on general experience not aimed at your services. The goal was to invite you and, yet again, encourage to considering contributing to an open discussion about trading. As mentioned before, I think you are a good trader who seems...

Hello Tb2018, thanks for the invitation to discord but I refrain. You post plenty self promoting materials but do not engage in any discussion about trading per se. I assume that your primary goal is to increase the number of subscribers. I expect similar in your discord and frankly I'm not...

Nice graph.

Curiosity question: What Operating System do you use on your computer (PC or laptop)? Few years back my guess would be "Windows" but now I'm not sure. I do see increase in interest in other systems (primarily YT) and also increase in complains about "Win" - but I only follow that loosely ...

Not knowing details I say high IV on short leg did help. Without it it would be worse. As I understand you entered a calendar with 30 days dte gap between long and short and long was in about 60 dte range or less. In this configuration high IV on long is not good because price of it is high...

Thanks. By "the same" I understand that performance of C or P cals are very similar. I did some research on this but not much. I primary focus on OTM trades, so comparison P vs C versions is not smth I deal with every day. I think calendars may be the only trade (or time spreads rather) that...