Hello!A stupid question:Compare two positions:1) 2 year buy and hold in 10 Year Note Future and put the rest in a deposit2) Hold 2 years a 11->9 year bondIf you compare this positions, how big would be the PnL delta.And wath would be the reason for this delta.Any simple answers are welcome.

Thank you very mutch.I have looked at CBOE and don't got any data.But you are right CBOT and CME sell data.

<t>I'm looking for historical option data.One pair option price / (time stamp or underlying price at this time)would ok per day. History >5 YearsI need major stock-index, IR, FX and maybe Oil, Gas, Gold...Where can i buy this data?For EUREX i have the data, but where can i get for the US and FX? </t>

Did anyone coded against the API's?

Now it happends

<t>Would this code can be called a 'Kalman-Filter'?input: K1(.003), BP(range);VARS: Pred( BP ), Smooth(0), Velo(0), DeltaK(0);{ Loop for every interval }DeltaK = BP - Pred;Smooth = Pred + DeltaK* SquareRoot( k1*2 ) ;Velo= Velo + (k1*Deltak) ;Pred = Smooth + Velo ;Plot1(Pred[1], "KF pred");Plot2(BP);...

After you spoke about 6D plotting i have to showsome pics and an AVI....this in motionAVI n-D realtime ChartingFor every trade a point in a 3D indicator space.

Hello!Is there any web side that shows tradeable quotes for exotic option,like www.cscreen.com did for vanilla option and strategies?

<t>Maybe some infos to Eurex/Xetra/Xontro.They have is own exchange network with own lines to each member or a VPN solution via internet.For Eurex at least you need 2 different connections to the exchange.At each exchange member there are MISSes they run software from the exchange and connect via th...

www.tradestation.com should give you this.If not contact me via PM.

Hello!For the 'old' Tradestation2000i there is a SDK to feed any realtime data you like (realtime and historic), maybe your own realtime P&L, electric load..... I used it once to feed Bloomberg Data in a TS. For the new TS 6.0 /7.0... i think there is no way.

Could you send me a PM?

<t>Quote1) I am assuming the interface is proprietary, so no demos, etc. Correct?Till now it is no demo done. But if it meet your needs..Quote2) I am assuming also that the interface makes use of the MatLab engine, this correct?yesQuote3) Is your interface capable of retriving/passing the entire set...

QuoteWOW! I am very intersted, please tell me more!What do you like the know?

Hello Tine,we have developed a TS to MATHLAB interface,you can transfer data between both 'worlds' and can run MATHLAB Commands from your EL code.EdeS