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Cheers,
Richard
----- Original Message -----
From: Avcinci
To: amibroker@xxxxxxxxxxxxxxx
Sent: Friday, July 05, 2002 7:27 AM
Subject: Re: [amibroker] Re: TRADING
Stephane,
I don't think David was referring to the RNA sequence of retroviruses. :-)))) I believe he was referring to implied and historical volatility of options. If the IV and HV data can be imported along with the option price data, I don't see why AB couldn't plot them just like any other argument using the foreign function.
AV
----- Original Message -----
From: nenapacwanfr
To: amibroker@xxxxxxxxxxxxxxx
Sent: Friday, July 05, 2002 6:46 AM
Subject: [amibroker] Re: TRADING
Hello,what are IV and HV ( Herpes Virus??)
stephane
> Just wondering whether amibroker is capable of plotting IV and HV??
> A reply at earliest possible convenience would be much appreciated.
>
> Best Regards
> David Beechey
Your use of Yahoo! Groups is subject to the Yahoo! Terms of Service.
Your use of Yahoo! Groups is subject to the Yahoo! Terms of Service.
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<DIV><FONT face=Arial size=2>Assuming he is referring to the Implied Volatility
and the Historical Volatility: The Historical volatility was discussed at
length in the past and is a fairly trivial exercise - see my solution in
the attached afl file. The IV requires historical option information which
is very difficult (read expensive) to obtain.</FONT></DIV>
<DIV><FONT face=Arial size=2></FONT> </DIV>
<DIV><FONT face=Arial size=2>Cheers,</FONT></DIV>
<DIV><FONT face=Arial size=2>Richard</FONT></DIV>
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style="PADDING-RIGHT: 0px; PADDING-LEFT: 5px; MARGIN-LEFT: 5px; BORDER-LEFT: #000000 2px solid; MARGIN-RIGHT: 0px">
<DIV style="FONT: 10pt arial">----- Original Message ----- </DIV>
<DIV
style="BACKGROUND: #e4e4e4; FONT: 10pt arial; font-color: black"><B>From:</B>
Avcinci
</DIV>
<DIV style="FONT: 10pt arial"><B>To:</B> <A title=amibroker@xxxxxxxxxx
href="mailto:amibroker@xxxxxxxxxxxxxxx";>amibroker@xxxxxxxxxxxxxxx</A> </DIV>
<DIV style="FONT: 10pt arial"><B>Sent:</B> Friday, July 05, 2002 7:27 AM</DIV>
<DIV style="FONT: 10pt arial"><B>Subject:</B> Re: [amibroker] Re:
TRADING</DIV>
<DIV><BR></DIV>
<DIV>Stephane,</DIV>
<DIV> </DIV>
<DIV>I don't think David was referring to the RNA sequence of retroviruses.
:-)))) I believe he was referring to implied and historical volatility
of options. If the IV and HV data can be imported along with the
option price data, I don't see why AB couldn't plot them just like any
other argument using the foreign function. </DIV>
<DIV> </DIV>
<DIV>AV</DIV>
<BLOCKQUOTE
style="PADDING-RIGHT: 0px; PADDING-LEFT: 5px; MARGIN-LEFT: 5px; BORDER-LEFT: #000000 2px solid; MARGIN-RIGHT: 0px">
<DIV style="FONT: 10pt arial">----- Original Message ----- </DIV>
<DIV
style="BACKGROUND: #e4e4e4; FONT: 10pt arial; font-color: black"><B>From:</B>
<A title=nenapacwanfr@xxxx
href="mailto:nenapacwanfr@xxxx";>nenapacwanfr</A> </DIV>
<DIV style="FONT: 10pt arial"><B>To:</B> <A title=amibroker@xxxxxxxxxxxx
href="mailto:amibroker@xxxxxxxxxxxxxxx";>amibroker@xxxxxxxxxxxxxxx</A></DIV>
<DIV style="FONT: 10pt arial"><B>Sent:</B> Friday, July 05, 2002 6:46
AM</DIV>
<DIV style="FONT: 10pt arial"><B>Subject:</B> [amibroker] Re: TRADING</DIV>
<DIV><BR></DIV><TT>Hello,what are IV and HV ( Herpes
Virus??)<BR><BR>stephane<BR><BR>> Just wondering whether amibroker is
capable of plotting IV and HV??<BR>> A reply at earliest possible
convenience would be much appreciated.<BR>> <BR>> Best Regards<BR>>
David Beechey<BR><BR></TT><BR><TT>Your use of Yahoo! Groups is subject to
the <A href="http://docs.yahoo.com/info/terms/";>Yahoo! Terms of
Service</A>.</TT> <BR></BLOCKQUOTE><BR><TT>Your use of Yahoo! Groups is
subject to the <A href="http://docs.yahoo.com/info/terms/";>Yahoo! Termsof
Service</A>.</TT> <BR></BLOCKQUOTE></BODY></HTML>
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