The Net Change Curve chart displays a collection of symbols’ daily net price change or daily net percentage change making it easy to compare on a relative basis each market’s current session’s… more
Workspaces
In this post, the aspects of becoming a good rule-based trader are discussed. But first, an illustrative story...
While attending college I worked in warehouses on Seattle's… more
CQG One provides an "Active RFQ" widget. A Request for Quote (RFQ) is functionality provided for traders to access electronic quotes on multi-leg options strategies. It is an electronic message… 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 charts that utilize volume for the horizontal scale, not time. The first chart type to discuss is Constant Volume Bars.
Constant Volume Bar (CVB)
The Constant… more
There are a number of volume-based studies available to customers using CQG IC or QTrader. This post walks you through the basic details of the various studies, then correlation analysis is… 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.
… moreThe 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
Technical analysts and technical based traders apply various studies to price data, such as a moving average, to smooth the price action. The goal is to filter the moment-to-moment price action,… more