In this article I want to show how misleading a peak-ahead failure can be on a trading system.
I was working on a countertrend system and the backtesting results showed that it picked up… more
In this article I want to show how misleading a peak-ahead failure can be on a trading system.
I was working on a countertrend system and the backtesting results showed that it picked up… more
This CME Group news release announces the winners of the CQG-sponsored CME Group Trading Challenge. The 12th annual competition for college and university students attracted over 500 teams… more
Boca Raton, FL, March 10, 2015 - At FIA Boca, CQG, Inc. announced live connectivity to Eris Exchange, a U.S.-based futures exchange offering swap futures as a capital-efficient alternative to OTC… more
Quite some while ago I showed, in a very simple way, how to overlay 2011, 2012, 2013, and 2014 data in one chart. I created two very simple code snippets to accomplish that.
This time, I… more
A couple of months ago we looked into CQG's built-in Divergence Index and how to use it.
Following up on this topic, I want to show a much simpler approach using the Formula Toolbox.
… moreOne of the theories behind Market Profile®* is the opening trading range. This is the high and the low from the first hour of trading. We want to create a trading system around that and use the… more
In this article we take a look at two examples where trades are placed on or around significant lines. The first idea is to change the classic daily pivot lines into intraday pivot lines and trade… more
Gift will support Department of Finance students studying derivative markets
Montreal, January 12, 2015 -- A major gift from data analytics and trading technology provider CQG will further… more
As of January 1, Russell Cash Indexes became a separately billed enablement. ICE Futures US no longer includes these cash indexes, although it will continue to include Russell Index futures.
… moreRecently, we had a request to show, in real time, how many contracts are available on the buy and sell side in the order book. This can be accomplished with a very simple study: DOM Ask Volume (… more