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by thomasBr
August 9th, 2010, 8:54 pm
Forum: Trading Forum
Topic: Historical Volatility Surface
Replies: 6
Views: 32263

Historical Volatility Surface

Thanks!
by thomasBr
August 4th, 2010, 2:06 pm
Forum: Trading Forum
Topic: Historical Volatility Surface
Replies: 6
Views: 32263

Historical Volatility Surface

Hi,i need the same but just ATM and with Reuters, not Bloomberg.Any help appreciated.
by thomasBr
September 6th, 2008, 4:28 pm
Forum: Trading Forum
Topic: high frequency algorithmic trading
Replies: 3
Views: 53408

high frequency algorithmic trading

<r>QuoteOriginally posted by: johnjunior 3.most of the algorithmic trading material i have come across is related to stock and options is ther any book which will help me automate my trading in financial futures.I don't see the difference as you have to utilize trading technologie's api to automate ...
by thomasBr
July 14th, 2008, 12:05 pm
Forum: Programming and Software Forum
Topic: obfuscating an old-school dll
Replies: 25
Views: 56399

obfuscating an old-school dll

<r>QuoteOriginally posted by: farmerI want my code to be top secret! Apart from cutting debug information there are tools for making reverse engineering more difficult, e.g. <URL url="http://www.wiseowl.com/Products/Products.aspxThe">http://www.wiseowl.com/Products/Products.aspxThe</URL> ultimate st...
by thomasBr
June 27th, 2008, 11:41 am
Forum: Numerical Methods Forum
Topic: Non-Recombining Tree
Replies: 7
Views: 57042

Non-Recombining Tree

sushilp,is your tree not recombining because of bucket dividends? Did you solve it?Anyway if you run into computationally trouble below 2^16 nodes there is also something wrong with the data structures.
by thomasBr
March 21st, 2007, 1:44 pm
Forum: Programming and Software Forum
Topic: Reuters using VBA code
Replies: 11
Views: 92950

Reuters using VBA code

<t>QuoteOriginally posted by: adcockjYou need to use the AdfinX Realtime 2.0 Library.The attached code seemed to work on my boxJohnRight, the code works on mine, too.I think my first attempt (long time ago) failed because my Reuters installation did not have the docs installed, just one help file fo...
by thomasBr
March 8th, 2007, 1:23 pm
Forum: Programming and Software Forum
Topic: Reuters using VBA code
Replies: 11
Views: 92950

Reuters using VBA code

<t>Yes, but RtGet does not work in VBA code, only in a worksheet, as bluetrin´s link explains.Even if i use a worksheet as a wrapper there is no way to get a callback on updates (onUpdate(?)-event of the worksheet does not trigger).There is still the possibility to get prices via DDE (IDN-DDE) but t...
by thomasBr
August 27th, 2004, 12:18 pm
Forum: Programming and Software Forum
Topic: Keyboard Emulator
Replies: 13
Views: 180013

Keyboard Emulator

<r>If it´s a common protocol like 3270, use a programmable software emulator like <URL url="http://www.dn-computing.com/.If">www.dn-computing.com/.If</URL> you just got a _hardware_ terminal as a black box in your office, solder two cables to the key contacts and use one of the cheap I/O cards with ...
by thomasBr
May 12th, 2004, 3:27 pm
Forum: Programming and Software Forum
Topic: trend splitting of time series
Replies: 8
Views: 190249

trend splitting of time series

<t>QuoteOriginally posted by: UniqSoftLooks like you have to use Savitzky-Golay filter of order 1 with steadily increasing window size. A Savitzky-Golay filter of order 1 does not produce a linear output. Its just a moving average (in case of a symmetrical window)QuoteOriginally posted by: UniqSoftI...
by thomasBr
March 8th, 2004, 8:56 am
Forum: Programming and Software Forum
Topic: News Feed - alternatives
Replies: 6
Views: 190006

News Feed - alternatives

<t>QuoteOriginally posted by: chs245Hii use Reuters Bridgestation. Their product has a DDE link in to Excel, which you then can use to filter for whatever you want. Works only for headlines though.OliverI use Reuters 3000Xtra (their flagship i think) and couldn´t find a native way to get even headli...