What is Annualised Rolling Basis? Basis In futures trading, the basis is the relative difference between the price of the future contract and the spot price. This quantity is usually presented as an absolute price difference, but in its relative form can be annualised by dividing by the time to expiry τ of the contract expressed in years: Rolling...
This is a small tool for automatic currency conversion for dual listed stocks that trade in different currencies, i.e. Biontec: BNTX (USD) / 22UA (EUR). - The label shows the converted price and the underlying's currency. - Base currency is set to EUR. - Automatically detects the underlying currency via syminfo.currency and converts it.
Cryptocurrency adoption is on a constant upward trajectory. The interest for trading 'crypto assets' could not stay anywhere behind. The amateur nature of the market together with huge 'price inefficiencies' is always giving rise to excellent arbitrage opportunities throughout the globe. This code aims to help traders to make money placing safe and profitable...
Cryptocurrency adoption is on a constant upward trajectory. The interest for trading 'crypto assets' could not stay anywhere behind. The amateur nature of the market together with huge 'price inefficiencies' is always giving rise to excellent arbitrage opportunities throughout the globe. This code aims to help traders to make money placing safe and profitable...
Stress Indicator, first proposed by Mr. Perry Kaufman, provides an easy way for trading pairs / arbs. Kaufman's trading rules for Stress Indicator: - Decide on a pair to trade: For ex., AAPL v QQQ - Calculate the Stress Indicator (SI) for that pair - Buy the stock when SI 50 - Calculate the 60-day moving average of QQQ - If the trend of QQQ is down,...