CQG PAC Files

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Correlation and Relative Performance

The Correlation function in the CQG toolbox correlates the price movement of two symbols over a defined number of bars. For example, CORREL(CL,QO,10) will return the correlation between West Texas… more

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Using the Super Template

Some of the work traders do in building trading systems can be very creative and exciting, but unfortunately some of the work is not. In most cases, traders have a specific idea in mind that they… more

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Track the VIX(R) versus VSTOXX(R) Spread

This dashboard tracks the spread between the two volatility futures contracts, including the forward curves.

Please install the CQGVIXVSTOXX component pac before running the… more

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Using Daily and Intraday Values of an Open Session

Here are some thoughts about extracting "daily" values inside an intraday market.

A common request is to calculate and plot a "daily close" value of a study based on an intraday time frame… more