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
Excel/RTD
CQG IC and QTrader offer two studies that track volatility: Implied Volatility and Historical Volatility. This post details each study and provides an Excel spreadsheet for tracking the two.
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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
This post details how to use Excel’s Index and Matching function to extract data from a table. The example (downloadable sample at the bottom of the post) uses the 30 stocks in the DJIA as a… more
This Microsoft Excel® dashboard displays all of the JPX-traded Three-Month TONA contracts including volume and open interest data.
The first three columns detail the contract month… more
This study calculates the Market Profile’s value area and point of control (POC). First, a brief overview of the Market Profile chart then the Excel RTD formulas for MPVAPOC, MPVAHigh and the… more
This Microsoft Excel® dashboard displays all of the ICE-traded Three-Month SONIA contracts including volume and open interest data.
The first three columns detail the contract month… more
This Microsoft Excel® dashboard displays all of the Globex-traded Three-Month SOFR contracts including volume and open interest data.
The first three columns detail the contract… more
This Microsoft Excel® macro enabled dashboard pulls in the 30-Day Fed Funds market data traded on the CME Globex platform.
The Dashboard enables the user to enter in the symbol for the… more
This Microsoft Excel® spreadsheet presents 3-Month SOFR market data. The data includes nearly ten years of quarterly contracts for outrights and exchange-traded three-month and six-month calendar… more