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
Workspaces
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
Cocoa certified stocks are bags that have been graded by the ICE exchange by ICE approved graders and are warehoused in exchange approved warehouses around the world. ICE reports the current… more
The Adaptive Moving Average (AMA) was developed by American quantitative financial analyst and author Perry J. Kaufman. The AMA study is like the exponential moving average (EMA), except the AMA… more
Certified stocks are bags of coffee that have been graded by the ICE exchange by ICE approved graders and are warehoused in exchange approved warehouses around the world. ICE reports the current… more
This post details two pages with a general overview of the agriculture markets. These pages are to help you navigate all the possible underlying contracts and data points you may or may not know… more
Bollinger Bands are included in a group of studies that display price bands surrounding the trading activity.
Here is a list of the group of studies available in CQG:
Bollinger… moreCQG's Data Quality team has added USDA WASDE Long-Term Projections to the data base. This data is published each February and the report provides projections for the agricultural sector out eleven… more
The London Metal Exchange (LME) was founded in 1877. The LME is the world center for the trading of industrial metals. The majority of all non-ferrous metal futures business is transacted on the… more
The Spread Bar chart displays spread bar values based on a user set parameter for snap shots at certain intervals.
This is a superior method to simply plotting the spread prices. For… more