First, a possible algebra solution (my solution doesnât seem to work. See attachment). Total volume = 27,165 net volume (buys â sales) =...
Red, Today, I managed to download into Excel 5 levels of DOM on a tick-by-tick basis â bid price and size, offer price and size price plus...
I need to modify the following code to enable update on a tick-by-tick basis. I think the line RunWhen = Now + TimeValue("00:00:01")...
Sam, I agree. Somtimes feels more like a an acid trip. Why I would like to see is Excel presented as stripped down programme with the option...
QuantPlus, Exactly. With or without dde's '07 is still slower than eg, '02. Screw the fix - I'll stick with '02. Grant.
Gentleman, Are changes in option implied vol's reflected in the future on an intra-day basis? Similarly, do changes in the front month/back...
Xflat, Thanks for the clarification. Grant.
Xflat, Youâre right, I do have that one backwards. This is what happens when itâs way past oneâs bedtime (is that OK as an excuse?)....
A529612, You short put is short theta, therefore you do not want time value to increase (it will increase the premium). Time value decreases...
Syswizard, Thank you for the reply. The point is, this is a(nother) error, found by accident. How many more are there? Given the ever...
Assume you're long the bund a 112.20, the last price was 112.18. If you are down 2 ticks, you close. In Excel this could be: A1=112.20...
Red, Of course, I wasnât disputing any of the points you â or others â make. I'm just trying to clarify why my thoughts (through...
RedDuke, Iâm a recent adherent of the DOM but learning quickly due to the excellent threads throughout this forum. I have a question, if I...
JSSPMK, What is the indicator on the bottom of your charts? Thank you. Grant.
The expertise of the military strategists and tacticians is apparent here. Perhaps you could suggest how the US would have dealt successfully...
Yip, Re the example sheet Iâm referring to, there are no ddeâs. However, there are thousands of (simple) calcs over numerous time periods...
I'm running Excel 2007 with Windows XP Pro on AMD 64 x2 dual core 4800, 2 GB ram. Occasionally I get the "Not responding" message. I'm probably...
Isnât the problem with GARCH, as used by LTCM, is that it depends on known, previously observed, and therefore quantifiable data? The unknown or...
Bernd and Ynox1, Thank you for the replies. Knowledge of economic releases is vital and I have no excuse for ignorance here. For...
Bernd, Couldnât see what you described for today but there was something strange on 21 March at 18:15 GMT (or was it European time?). The...
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