Can anyone recommend a charting prog compatible with X-Trader (X-Study does not provide what I'm looking for)? MultiCharts seems pretty good...
Could someone confirm whether tick charts in X-Study can be displayed at various intervals, eg 25 ticks, 50 tick, 100 ticks, and in bar-chart...
Please look at the figures below. A) Bid volume = 2000 Ask volume = 1000 bid/ask ratio = 2:1 B) Bid volume = 4000 Ask volume = 2000...
First, a possible algebra solution (my solution doesnât seem to work. See attachment). Total volume = 27,165 net volume (buys â sales) =...
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")...
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...
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...
Anyone use(d) Excel 2007? How does it compare with previous versions? Specifically, how does it perform - improved? It's reckoned to utilise...
Any indications (detailed explanation not necessary) and comparisons re strenghs and weaknesses of: X-Trader (basic) Ninja Strategy...
Why are the back months trading below the spot month, eg Friday 2 Feb, 21:53 Frankfurt time: Mar 4248 Jun 4188 Sep 4212. Grant.
I'm trying to get a grip on the significance of price/volume and I need help and advice. Please look at the attached Word file containing a...
Some index options â DAX, Stoxx, FTSE â which do not trade on the quarterly cycle have expiration dates which do not correspond to an...
Two questions, if I may. Does forward volatility provide additional information over (plain vanilla) implieds or is it relevant only to...
Perhaps someone can clarify a few points for me re Emanuel Dermanâs paper, âModeling the Volatility Smileâ ,October 2006...
Iâm having trouble determining correct gammas. Could someone please help out? These are the inputs, all Euro-style calls: 23 days expiry...
Steve, Today (Monday) on Eurex someone traded DJ Euro Stoxx, 4000 Dec 07 puts at 259, 19% IV and 4000 Dec 07 calls at 287, 12.5% IV. Stoxx...
Tower, Thank you for the detailed reply. As a CME pro, may I ask for your comments on the following (my knowledge is restricted to the...
Using Excel and via iteration, to calculate implied I compare the market price with a theoretical price. When there is convergence, I have the...
I am aware of most of the programmes which download data and build a database from a real-time feed into Excel. None support my vendor...
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