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Options Insider Radio Interviews: Crowd Sourcing Algos with QuantConnect Posted October 25th, 2017 In this episode, Mark is joined by Jared Broad, Founder and CEO of QuantConnect. They discuss: The genesis of QuantConnect What is QuantConnect? Fast-tracking people's development Making data more accessible The challenge of the crypto market What kinds of algos are coming up for Bitcoin? What is the Broadcast tab? And more  Upcoming Economic Reports A preview of what may move the market this week
TIME (ET) | REPORT | PERIOD | FORECAST | PREVIOUS | MONDAY, APRIL 16 | 8:30 AM | Retail sales | March | 0.4%Â | -0.10% | 8:30 AM | Retail sales ex-autos | March | 0.20% | 0.20% | 8:30 AM | Empire State index | April | -- | 22.5 | 10:00 AM | Home builders' index | April | -- | 70 | 10:00 AM | Business inventories | Feb. | -- | 0.60% | 12:15 PM | Raphael Bostic speech | Â | Â | Â | TUESDAY, APRIL 17 | 8:30 AM | Housing starts | March | --1.253mln | 1.236mln | 8:30 AM | Building permits | March | -- | 1.298mln | 9:15 AM | Industrial production | March | 0.30% | 0.90% | 9:15 AM | Capacity utilization | March | 77.90% | 77.70% | 9:15 AM | John Williams speech | Â | Â | Â | 10:00 AM | Randal Quarles testimony | Â | Â | Â | 1:10 PM | Charles Evans speech | Â | Â | Â | WEDNESDAY, APRIL 18 | 2:00 PM | Beige book | Â | Â | Â | 3:15 PM | William Dudley speech | Â | Â | Â | 4:15 PM | Randal Quarles speech | Â | Â | Â | THURSDAY, APRIL 19 | 8:00 AM | Lael Brainard speech | Â | Â | Â | 8:30 AM | Weekly jobless claims | 14-Apr | 230,000 | 233,000 | 8:30 AM | Philly Fed index | April | -- | 22.3 | 10:00 AM | Leading economic indicators | March | -- | 0.60% | 10:00 AM | Randal Quarles testimony | Â | Â | Â | 6:45 PM | Loretta Mester speech | Â | Â | Â | FRIDAY, APRIL 20 | 9:40 AM | Charles Evans speech | Â | Â | Â |
 Options Insider Radio Network Episodes you may have missed from Options Insider Radio last week
Posted April 13th, 2018 CTO Interview: Today we feature special guest co-host Peter Maragos, CEO, Dash Financial. Catching up with Dash: When you were on last you had just acquired the company. Now you've just acquired it again. What was the impetus behind the second transaction? One of the big parts of Liquidpoint was their options ATS. No one has been able to replicate that functionality. Is that a big focus of your future plans at Dash? Other upcoming projects/initiatives at Dash? Hot Topics in Tech: Smart Routers Today's topic was inspired by the following listener question: Question from See16: Can you please do a deep dive into smart routers on a future program? They are the secret sauce of the market these days but no one really seems to understand how they work. Shedding some light on the otherwise dark world of routing would be a great service. Smart Routing Deep Dive: Quite a few things happen after you hit the trade button in the options market - probably much more than most people realize. Your order has to get routed from your broker/execution platform to the exchange. But it's not a simple path. That's where smart routers come in. What is a smart router? What do they do? What makes them smart? What are the different rules/filters/configurations that most smart routers have to consider? - NBBO, exchange fees, size, exchange pricing model, PIP auctions, payment for order flow rates, etc. What about resting orders? Are the smart routers constantly monitoring them and rerouting if necessary? Why do we need them in the options market? How do options smart routers differ from equity smart routers? Why have smart routers become so controversial in the options market? Spreads: This is the Achilles heel for many "smart" routers since every exchange has its own spread book and they don't talk to each other. So you could easily work a spread order that lines up on one exchange but, because your order was routed to a different spread book, your trade isn't filled. How do we overcome the spread routing issue in 2018? Is it a tech problem or a regulatory problem? Final thoughts/takeaways on smart routers? The Inbox: Listener questions and comments Question from Nikes T - Hey Options Insider! Love the network particularly the tech talk. We need more episodes! On an upcoming show do you think you guys could talk about why dark pools don't exist in the options market? Is it a tech limitation or something else? Question from LaLaLad - Does blockchain have any practical use on the trading front or is it all just back office stuff?  Posted April 13th, 2018 Trading Block: A look back at what moved the market this week Volatility ETFs nearly double. Top Performing ETFs of the Year Bitcoinâs Price Jumps $1,000 In 30 Minutes Of Market Growth Across The Board Why Bitcoin Behaves Like the Flu Odd Block: More Jan 2019 50 "Catastrophe" puts in Tesla Motors (TSLA), sweep puts in CNH Industrial NV (CNHI), line in the sand puts in L Brands Inc (LB), call butterfly in Facebook (FB) Strategy Block: Uncle Mike Tosaw discusses when to close shorts Mail Block: Options question of the week SPOT is the latest hot #IPO to join the #Options market. So many recent #Options listings started off hot then suddenly cooled. So we have to ask - which hot recent #IPO will you still be slinging #Options on in 2019? SPOT DBX SNAP Other (Reply/DM w/choice) Listener questions and comments: Question from Ladmos - Feeling the pain on this TSLA rundown. Probably should have rolled my puts last week rather than waiting for this week when they are now ITM. If stock hits $295 then I?m definitely pulling the trigger. How do you guys determine when to roll? Is it stock based or option price/volatility based? Question from Bob Thompson: I would like to know the best options strategy to use with a small account? Around the Block/Economic Reports: Apr 13: Consumer Sentiment, JOLTS  Posted April 12th, 2018 In this episode, Brian looks at a NFLX butterfly before earnings, including: Selecting strikes & expiration Watch out for skew Plan the trade, trade the plan And more...  Posted April 10th, 2018 Trading Block WWE stock selling off post Wrestlemania - still very lofty. Big contracts today - April 34 puts and April 40 calls. Spotify options starting on April 9. Big launch day for Dropbox with nearly 10k contracts. Odd Block: Some of the stranger paper we saw trade today More Jan 2019 50 "Catastrophe" puts in Tesla Motors (TSLA) Weekly call palooza in GameStop Corp. (GME) Someone spooked in VanEck Vectors Russia ETF (RSX) Rolling down calls in Yandex NV (YNDX) Mail Block: Options question of the week SPOT is the latest hot #IPO to join the #Options market. So many recent #Options listings started off hot then suddenly cooled. So we have to ask - which hot recent #IPO will you still be slinging #Options on in 2019? SPOT DBX SNAP Other (Reply/DM w/choice) Listener questions and comments: Question from Mark Davis - Hello, I have written in previously and got some great feedback on my question, so hoping you can help me out again. I am still playing (paper trading) with options while in my real account I purchase shares outright. After having quite a few good years, with the increase in volatility lately I have taken some pretty rough hits, so far for the YTD I lost about 16% of my portfolio. I should also mention I currently only deal with Index funds (S&P, International, & Small cap). I go in and out of these stocks based on various parameters that may have me holding a certain stock for less than a month to a little more than a month. Is your stock replacement strategy a good use for this or maybe not since time horizon is generally not long. Example. Tomorrow I may buy 100 Shares of SPY @ 25 each, likely selling the shares in about 20 days. I am trying to figure a way to get the same (or close to same) movement as if I owned the shares outright while limiting the downside of at least setting a li e in the sand. I am having trouble wrapping my head around the right strategy or if what I want to do is even possible. So in the example above my portfolio had I bought outright and the stock is at 30 in 20 days I'm at $500 but what do I do to get close to this using Options. On the flip side if SPY was at 20, I am thinking there is a way that I would can protect myself from losing some of that $500. Another thing I'm not sure of when doing this should I only be buying enough Contracts that I could afford it were I to exercise the options, i.e. if I have $200 in my account and the underlying is $1/share would I only want to buy 2 calls even though I would ideally have enough money to buy more contracts? Thanks for your feedback Around the Block/Economic Reports: Apr 10 - PPI Apr 11 - CPI, FOMC Minutes, Treasury Budget Apr 12 - Jobless Claims Apr 13 - Consumer Sentiment, JOLTS  Posted April 9th, 2018 Today's episode features special guest co-host Todd Colvin, Senior Vice President at Ambrosino Brothers. Topics this week include: Soybeans Corn Hogs Energy/Crude oil Rates Indices Metals/Gold  Posted April 9th, 2018 Volatility Review: A look back at the week from a volatility perspective Happy 25th Birthday of VIX! This week CBOE is launching a month-long celebration of the 25th anniversary of the introduction of the CBOE Volatility Index (VIX Index), which CBOE began publishing in April 1993. VIX cash is back in the teens. The market is tanking and rallying on trade war concerns. VVIX - 92 Russell's Weekly Rundown VIX Options: ADV - 1.05M, VIX call/put - 2.3/1, Total 8.06m (5.57m Calls, 2.49m Puts) Volatility Voicemail: Listener questions and comments Question from HFL9 -Would you rather see options on bitcoin futures or more futures listed on more crypto products first? Question from Lil Nicker - How do I tell which future a VIX options trades off of? Question from Barry -How do I tell which future my VIX options are priced from? I've been looking at some calls expiring on April 18th. Thanks for the shows. Question from Mark Clyde Brant -Will rising vol persist all year? VIX above 20, VXX above 40, half the time? Crystal Ball: Wild and reckless prognostication Last week: Mark L. - 16.85 Andrew - 17.76 Euan - 19.50 This week: Mark L. - 17.15 Mark S. - 17.89 Russell - 19.99  Where to Find Options Insider Radio? Do you know all the ways you can access Options Insider Radio         Â
Options Insider Radio Network Live Recordings Do you want to be a part of the fun? This is when you can access the LIVE shows this week: Monday: Option Block LIVE at 3pm Central Thursday: Option Block LIVE at 3pm Central Friday: Volatility Views LIVE at 12pm Central This Week in Futures Options LIVE at 1:30 Central. As always, you can join in the fun at http://mixlr.com/options-insider/ |