A popular form of market analysis is to maintain a real-time table of market performance based on an annualized basis. For example, the QSS 2.0 displayed below has a sorted column highlighted with… more
Excel
Markets tend to trend up, down, and sideways. Another name for trending sideways is congestion. A period of congestion is when the Open, High, Low, and Close price bars are overlapping. CQG IC and… more
This study goes by a number of other names, including the end point moving average, least squares moving average, moving linear regression, and time series forecast.
To explain this study… more
This post details the use of the CQG function: Time Average (TimeAvg), which calculates the average for values taken at the same time of day over the lookback period.
In this example, the… 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.… 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… more
This Microsoft Excel® dashboard pulls in the 3-month SOFR market data traded on the CME Globex platform.
The Dashboard was updated to enable the user to enter in the symbol for the first… more
Microsoft® Excel has a Text function which is useful for combining text with market data. For example, you may want to have your Excel dashboard display in the same cell the percent net change… more
The Microsoft® Excel 3-D chart is different from the Excel Scatter Plot chart. The Scatter chart uses a fixed size for the chart data points. The 3-D chart accesses an additional column to set the… more
The Excel AGGREGATE function returns an aggregate calculation such as AVERAGE, COUNT, COUNTA, MAX, MIN, PRODUCT, etc., applied to a list of data while optionally ignoring hidden rows and errors.… more