(wow) Words Of Wonders Level 2827 Answers – Firebirdparts wrote: ↑ Thu Jun 24, 2021 3:50 PM mutedbytes wrote: ↑ Wed Jun 23, 2021 5:38 PM Random thought… Can a small portfolio margin box turn someone’s bad credit into better? What is leveraged investing? It’s more of a thought experiment than actually thinking about using such a crazy scheme, but guess what for a young life cycle investor: 1) Borrow X amount from an outside lender at a bad rate (personal loan, HELOC, which) 2) Deposits and Margin Investments of portfolio maturity 3) Small box with abnormal rate 4) Withdraw funds to mechanically pay off external debt immediately, does it work? Where does it fail (apart from the inherent risk of investing and maintaining the scheme etc.)? It will work, but you don’t have to, I don’t think so. How about this topic, just complete steps 1, 2 and 4. The end result is the same no matter what you have in your brokerage account, $50,000 in cash to invest in what you love. If you need it for some kind of margin call, of course you can do that. The idea is that this hypothetical young investor has $0 of equity outside of a tax haven, so initial steps are required to open a position. The question is whether it provides a mechanism to shift the interest rate to other external sources of financing, but as Raraculas points out the limitation may be the return of the premium or the purchasing power/margin effect. But it would be interesting to know.
I recently closed a box full of 2300, 5600 on Jan 19, 2023 around 3270 so around 0.92% interest rate for ~1.5 years. Sounds like a good deal to me. Hopefully it never self-destructs
(wow) Words Of Wonders Level 2827 Answers
Gougou wrote: ↑ Thu Jun 24, 2021 4:40 pm I recently topped up a box of 2300, 5600 on Jan 19, 2023 about 3270, so about 0.92% interest rate for ~1.5 years. Sounds like a good deal to me. I hope it never gets destroyed. How did you calculate 0.92%? I calculate an interest rate of about 0.58% for your box spread.
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Comeinvest wrote: ↑ Sun Jun 27, 2021 7:06 PM gougou wrote: ↑ Tue Jun 24, 2021 4:40 PM I recently closed a box of 2300, filled 5600 Jan 19, 2023 about 32079%. Rate for ~1.5 years. Sounds like a good deal to me. I hope it never gets destroyed. How did you calculate 0.92%? I calculate an interest rate of about 0.58% for your box spread. Yes, so that’s 0.92% interest for 1.5 years which is 0.6% APR.
I play with SPX boxes, and I get better value by buying 2000-1000 boxes (reverse) than selling 1000-2000 boxes. The net result is the same, but I guess I don’t understand the mechanics of why this happens.
If we assume that HFTs or market makers use an algo to track the box at a fixed rate (no risk + whatever premium they want), I’m not sure why they trade both sides. they do not cover the rate of the same effect.
But in the same trading session, I can’t get anyone to place an order to sell a box of SPX Dec14’23 1000-2000 at 975 (the order sits unfilled for over 3 hours), which means an APY of 1.04%.
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Is this phenomenon already known? I see a Redditor who buys reverse boxes to trade his boxes.
I experimented with placing an order at the same time to buy both a 4000-3000 box and a 3000-4000 box costing 980. The two were about 30 seconds apart but the opposite box filled first. interesting
Code: Select All16:15:47 SPX Dec14’23 3000 – 4000 Box SLD 1 980.00 CBOE X 6.03 16:15:18 SPX Dec14’23 4000 – 3000 Box BOT 1 -9809 CBOE X 6.03.
Moneytree wrote: ↑Thu Jul 01, 2021 1:32 pm I’ve been playing around with SPX boxes, and I get better value buying 2000-1000 boxes (inverse) than selling 1000-2000 boxes. The net result is the same, but I guess I don’t understand the mechanics of why this happens. If we assume that HFTs or market makers use an algo to track the box at a fixed rate (no risk + whatever premium they want), I’m not sure why they trade both sides. they do not cover the rate of the same effect. Example: I was able to buy a box of 2000-1000 SPX on December 14, 2023 at -990. Yield = (1000-990)/990 = 1.01% APY = 0.41% over 2.45 years (wow!) But in the same trading session, I can’t get anyone to sell an order of 1000-2000 SPX per box on 12/14 .23. I can 1000-2000 also. 975 (orders sit for 3+ hours without being filled), which means an APY of 1.04%. explain to me Edit: Is this phenomenon already known? I see a Redditor who buys reverse boxes to trade his boxes. See: https://preview.redd.it/vo0rrch4sz961.p … 655ed202bd Edit 2: I checked further and placed an order to buy 4000-3000 boxes for both at the same time and sell 3000-4000 boxes at the price of both. done Order 980. They both filled about 30 seconds apart but filled the opposite box first. interesting Code: All16:15:47 SPX Dec14’23 3000 – 4000 Box SLD 1 980.00 CBOE X 6.03 16:15:18 SPX Dec14’23 4000 – 3000 Box BOT 1 -0000 CBOE X 300. There is actually a difference. between these conversations. Is it something specific to your brokerage or software?
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Moneytree wrote: ↑Thu Jul 01, 2021 1:32 pm I’ve been playing around with SPX boxes, and I get better value buying 2000-1000 boxes (inverse) than selling 1000-2000 boxes. The net result is the same, but I guess I don’t understand the mechanics of why this happens. If we assume that HFTs or market makers use an algo to track the box at a fixed rate (no risk + whatever premium they want), I’m not sure why they trade both sides. they do not cover the rate of the same effect. Example: I was able to buy a box of 2000-1000 SPX on December 14, 2023 at -990. Yield = (1000-990)/990 = 1.01% APY = 0.41% over 2.45 years (wow!) But in the same trading session, I can’t get anyone to sell an order of 1000-2000 SPX per box on 12/14 .23. I can 1000-2000 also. 975 (orders sit for 3+ hours without being filled), which means an APY of 1.04%. explain to me Edit: Is this phenomenon already known? I see a Redditor who buys reverse boxes to trade his boxes. See: https://preview.redd.it/vo0rrch4sz961.p … 655ed202bd Edit 2: I checked further, as well as the order sets for both buying 4000-3000 boxes and selling 3000-4000 boxes for both. Order 980. They both filled about 30 seconds apart, but filled the opposite box first. interesting Code: Select All16: 15: 47 SPX Dec14’23 3000 – 4000 Box SLD 1 980.00 CBOE X 6.03 16:15:18 SPX Dec14’23 4000 – 3000 Box BOT X 1 -003 are not favorites. But I bet the box (sell order) and opposite box (buy order) are different on the CBOE. Both are 100% composed of the same 4 arms, and the 4 arms determine the order of integration. I’m happy to be standing tall. Which broker did you use?
My boxes charge between 0.4% and 0.6% APY. I assume your 1.04% deduction was transferred in the transaction.
On the other hand, almost all my boxes are filled immediately or never. In other words, set a high bar for box sales and wait “patiently”, almost never producing results. When I lower my limit using the minimum deductions, they fill up immediately. Instead of wasting time, I now usually set my limit well below the price I expect to pay, and I always pay more than my limits, at the same APYs I get. . How I slowly reduce the limits. . I conclude that bots are programmed to search and fill fields above a certain interest rate. I think CBOE also implements 100 millisecond electronic auctions (COAs) for incoming complex orders: https://www.cboe.com/us/options/trading/complex_orders/
I am wondering how to find a mixed border order book. I still don’t understand. The spread on the box looks huge. (By spread I mean the spread between the prices at which buy and sell orders are actually filled, not the quoted price.) I think it is impossible to buy a spread with *interest rates now. Has anyone tried it? In theory, I should be able to request resting limit orders from market participants other than the market maker, to eliminate the spread.
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Mutedbytes wrote: ↑ Fri Jul 02, 2021 00:57 It is not clear to me what exactly is the difference between these conversations. Is it something specific to your brokerage or software? If I think that little A
