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
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
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.
… more