Search results

I have a black-Scholes model in excel to calculate Theoretical prices and Greeks. I would like to use this to calculate for american style futures options( Metals, energy and index futures on CME). I was hoping someone with a decent grasp of Option pricing models, could point me in the right...

and it was that straight forward......... Thanks Nazzdack. So we can take that number as the correct number, there are no corrections or anything that could cause a major difference between the OI and what was actually delivered? I was just interested in seeing if there was any readily...

Is there anywhere I can find data on the actual amount of physical crude delivered for a contract month?

Cheers, I had Platts, and added the other one. Here's another one I have picked up @tradingcrudeoil

Does anyone have any helpful/useful twitter accounts/feeds they follow that they would reccomend to get updates and news relating to Crude or other energy futures?

ron, I will put up a screen shot when I get a chance. Happens quite regularly though. I currently use IB's smart routing. Does anyone have experience with improving execution by rerouting their orders elsewhere?

Liquidty isn't an issue for me at the moment, my universe consists of SP500 stocks only at the moment with a minimum daily volume. I do agree that bad ticks can cause problems but hasn't caused me any major headaches to date ( I currently use data from Kinetick). Although I'm sure that if/when...

Have had the same problem myself. Once I get within a few ticks of my Profit target I move my stop order right up close to my profit order. Regardless if what your risk reward was when you started you have to consider how much profit your willing to give up for that extra tick.... In...

I am in the process of testing an intraday strategy trading Nasdaq 100 + SP500 stocks. The strategy uses limit orders for entries and profits, stop orders for Stop losses, all tested with tick data. This is my first real foray into stocks and was after some advice on how to get my results as...

freedom, are you saying that your theory is once it moves outside the range it will (generally speaking) continue in the same direction? ie, if it moves above the high band, look to go long?

Thanks elite, a good start (not sure why I didn't think to check there). Have questions about how accurate it is though, and records pre 2009 seem to be a little spotty. Again, a good starting point for me though, thank you!!

I am looking for historical data on additions/deletions for the SP500, I have done some snooping around but not found anything. Does anyone know where this can be found? Thanks in advance!!

The thing is there is there is nothing in the clipboard. It usually starts happening after I've been using some heavy excels for a while and will then continue to happen for the rest of the day. Even after restarting excel

SIUYA, this isnt something Im experiencing with my macros, ( I have them all turned off). This is a problem that I am now having when I manually copy and paste. And it could be a completely new book but still experiencing this problem.... Havent been able to find anything helpful on google...

Ok guys, I'm having an issue with excel. It's not directly related to the thread title, but it has only started happening since I started this project and can't help but think something I have done along the way has caused the issue. I was hoping someone has had a similar experience or knew of...

Thanks xandman, another option for me to look at that I didn't even know was available.

Hi all, apologies for the tardiness in replying.... Firstly thank you everyone who offered a solution. As always, more than one way to skin a cat.... There were a number of solutions offered to improve the macro itself. A bit above my level at the moment but something to work on for future...

ofthomas, how do the above 2 improve things for me. I only just looked them up but don't these work to improve performance when I need it? Cheers

Cheers Siuya, that should be enough for me to start with !

ofthomas, thank you for the advice, I'm not familiar with these settings but will definitely look at them. Regarding the workload. I am optimizing an intraday-trading strategy, testing a range of parameters. The macro opens a file for a stock containing the strategy( 1 file per stock per...