CQG IC and QTrader offer two studies that track volatility: Implied Volatility and Historical Volatility. This post details each study and provides an Excel spreadsheet for tracking the two.
Implied Volatility
Implied Volatility is different than Historical Volatility, which uses a… more
The Adaptive Moving Average (AMA) was developed by American quantitative financial analyst and author Perry J. Kaufman. The AMA study is like the exponential moving average (EMA), except the AMA uses a scalable constant instead of a fixed constant for smoothing the data.
The formula for… more
Certified stocks are bags of coffee that have been graded by the ICE exchange by ICE approved graders and are warehoused in exchange approved warehouses around the world. ICE reports the current number of stocks daily.
CQG has added the data found under the Symbol Search tool.
… more
Technical analysts and technical based traders apply various studies to price data, such as a moving average, to smooth the price action. The goal is to filter the moment-to-moment price action, which can be thought of as noise, and the filtered or smoothed line reflects the trend. A rising… more
Customers of BrokerTec can now trade the Relative Value (RV) Treasury Spreads. BrokerTec is the price discovery leader for benchmark cash U.S. Treasuries.
RV Curve offers 21 spreads. This provides a full view of the relative value relationships between 2-year, 3-year, 5-year, 7-year, and… more
Microsoft® Office 365 includes the latest version of Excel which comes with some new functions not available in Excel 2016 or Excel 2019. This post details the XLOOKUP function and its features. Note: Excel must be installed on your computer (not in the Cloud) for Excel to connect with CQG IC or… more
This post details how to use Excel’s Index and Matching function to extract data from a table. The example (downloadable sample at the bottom of the post) uses the 30 stocks in the DJIA as a starting point.
The table is pulling in from the symbol column the description, last, net change,… more
This post details two pages with a general overview of the agriculture markets. These pages are to help you navigate all the possible underlying contracts and data points you may or may not know are available. For example, the WASDE page contain crop data in a format that highlights the standard… more
The CQG Statement Reports Add-In is installed with CQG IC and QTrader. This add-in works with CQG’s Statement Report generated from the Orders & Positions window.
Once you select “OK” the Excel spreadsheet is generated. The spreadsheet has five tabs based on the choices… more
Bollinger Bands are included in a group of studies that display price bands surrounding the trading activity.
Here is a list of the group of studies available in CQG:
Bollinger BandsKeltner ChannelMoving Average EnvelopeMoving Linear Regression, also known as the Endpoint Moving Average… more