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The CME Website has information resources for options traders in the form of downloadable Excel tables with important needed details such as:

The CQG Rank Study ranks the individual chart points of a market over a specified number of previous trading periods. For example, if the current bar's close had a rank of 3, and the periods were… more

The Klinger Volume Oscillator (KVO) was developed by Stephen Klinger. The study uses the difference between two exponential smoothed moving averages (EMA) of the "Volume Force" and includes a… more

The Kalman Filter is a recursive algorithm invented in the 1960s to track a moving target from noisy measurements of its position and predict its future position. The Kalman filter is an optimal… more

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

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