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To calculate implied volatility I have a macro on an Excel sheet whose origins lie in Lotus from many years ago. It was imported from Lotus to Excel. The macro is triggered via control-a and still works perfectly. It was written in Lotus Command language whereby the instructions are...

To calculate implied volatility I have a macro on an Excel sheet whose origins lie in Lotus from many years ago. It was imported from Lotus to Excel. The macro is triggered via control-a and still works perfectly. It was written in Lotus Command language whereby the instructions are...

Tinkerz, If your sysetm is as good as you claim, you'll find backers. You need to establish a trading record to demonstrate viability (will your system allow small-lot trading?) Look at the following: http://www.elitetrader.com/vb/showthread.php?s=&threadid=75435 Good luck with...

Arturo, I looked at the Goldman Sachs warrants page. Talk about lack of clarity. May I suggest you consider standard options from regular exchanges? Certainly far simpler. What’s the problem with Italy? Jealousy. Which other countries’ slums have Giottos, Fra Angelicos, etc? Are you...

Mike, I consider myself a Christian but I don't believe in God. Is that a contradiction? I have two fundamental beliefs 1) You get what you pay for - the most expensive may not be the best, but the cheapest certainly isn’t. 2) If someone can s**t on you, they will. Grant.

9999, Thak you for the clarification. Grant.

ZeroSigma, “America is a vast land of opportunity compared to Europe. Here all business plans go straight to the wastebin”. “Here” in the above quote, I’m guessing refers to where you (ZeroSigma) are located. I assume by your language, ie “real estate” “limited...

Mr Spread, What’s your Christian name? “Mr” is somewhat formal. This is not a big deal in the scheme of things but it’s a problem I’ve been meaning to address for ages but avoided. Now I have resolved the problem. It’s another example of what can be achieved in Excel. I...

Hsanson, Is the reference to “SaifrX” correct? Tried Google search but nothing. Grant.

My darkness has just got darker. Grant.

Mark, Re programming as per your requirements, it is actually very simple (in Excel, for example). However, it is also labour-intensive. Bluud’s illustration is a good example. The problem is whether the weighting of specific indicators at specific times should be adjusted, eg DMI’s...

Mike, The prices on your Excel sheet will update whenever the prices from the source update – real-time, delayed, end-of-day, etc. Similarly, prices will update when you close and re-open the sheet (remember to save the sheet first, something I’ve haven’t done in the past). The...

Mountbank, You hold all the aces; the other party has zilch. You call the shots - everything on YOUR terms . Of course, exhibit some degree flexibility to show you are reasonable; but who's kidding who in bs negotiations? You have the vital element , here - a (presumably) brilliant...

Mountbank, Why not suggest they provide trading capital with which you trade on a discretionaary basis utilising your system out of sight, ie do it from home? If it is that good and produces the returns you and they are confident of, they should be happy. If not, then they are just greedy...

Thank you, Mark. The likes of sociology, anthropology and meteorology may not be "pure" sciences because of their lack of predicatability. But this should not detract from credibility or application - most academic/intellectual disciplines aspiring to a greater level of acceptance or...

Arturo, Actually, now you come to mention it, I am also in the dark, here regarding determination of the specific value by which profit or loss will be determined. Different exchanges have different methods - price at future expiry time, average price over a specific time period, eg, last...

Arturo, The Dow (cash) closed Friday at 11560. Subtract your strike (11500) from the index (11560), then subtract the premium you originally paid: 11500-11560=60 less your permium. I'm assuming your option is on the future, and its value at expiry will have converged with cash at...

KTMEX20, A scientific theory is postulated and experimentation follows to test validity/predictability. If it fails, it fails. If it succeeds, it is replicated, confirmed (or not , as the case may be) and the results reviewed by one’s peers. Then it will be accepted as scientific fact –...

Murray, And wasn't it also the case that LTCM's model didn't factor in a government (Russia) defaulting on its bonds? I think it was their VAR model - which may be what your referring to. Grant.

Mr Spread, Thank you for the clarification re "short interest". I was tricked - I was racking my brains re short interest in an options context (he say defensively). DDE's "sounds fun" - that bought a smile to my face. I'm assuming you are familiar with Excel. OK, you have your prices...