Applications

	HOME \| PRODUCTS \| ABOUT US \| CUSTOMERS \| SUPPORT \| DOWNLOAD \| CONTACT US
HOME PRODUCTS EXPO ADD-INS Econometrics Portfolio Risk Monte Carlo BasketTrader TickBase ABOUT US Overview Management CUSTOMERS SUPPORT Contact Downloads Manuals Training FAQ DOWNLOAD CONTACT US Request Info	HOME > EXPO > APPLICATIONS EXPO™ Fast Facts \| See Applications \| Evaluate Applications EXPO has a countless number of applications that can be used in many different areas of the financial industry. The list below represents several applications of general interest to many professionals. However, by working with our tech and sales teams, you can come up with various other applications specific to your needs. Example: Formulating and Testing Simple Trading Rules from an EXPO Technical Study Worksheet Script: w1: CHLO data for IBM w2: Volatility Index study, 6 boxcar width w3: Generate trading signals: sell if current price is greater than yesterday's price plus half of the volatility index, and vice versa (+1 if sell, -1 if buy, 0 if neither): *=(col(W2,1) > (delay(col(W2,1),1) + 0.5 delay(col(w2,5),1))) - (col(W2,1) < (delay(col(W2,1),1) - 0.5 * delay(col(w2,5),1)));sticks;label("Trade Signals") w4: Simulate trade profits: Note that a constant can be added to this formula if desired to reflect trade costs: =(col(w2,1) - delay(col(w2,1),1)) * (-delay(w3,1));lines;label("Trade Profits") w5: Plot cumulative trade profits over study period: =partsum(w4);sticks;label("Cumulative Profits") More EXPO Applications:** Risk Management Comparing Baskets to the Broader Market: Creating an "Index of Indices" Optimizing Portfolios in EXPO/Econometrics Subject to Minimum and Maximum Position Limits EXPO/Monte Carlo Application: Combining Implied Volatilities with Historical Correlation for Pricing Customized Basket Options Building a Simple Forecast Model in EXPO/Econometrics Currency Futures Trading in EXPO/Econometrics Creating Custom Analyses with Window Formulas and Macros Currency Futures Trading Using Moving Regression Replicating Stock Index Mean-Reversal Arbitrage Hedge and Trade Convertible Bonds Worksheet
	HOME \| PRODUCTS \| ABOUT US \| CUSTOMERS \| SUPPORT \| DOWNLOAD \| CONTACT US Copyright © 2008 Leading Market Technologies, Inc. All rights reserved.

	HOME \| PRODUCTS \| ABOUT US \| CUSTOMERS \| SUPPORT \| DOWNLOAD \| CONTACT US
HOME PRODUCTS EXPO ADD-INS Econometrics Portfolio Risk Monte Carlo BasketTrader TickBase ABOUT US Overview Management CUSTOMERS SUPPORT Contact Downloads Manuals Training FAQ DOWNLOAD CONTACT US Request Info	HOME > EXPO > APPLICATIONS EXPO™ Fast Facts \| See Applications \| Evaluate Applications EXPO has a countless number of applications that can be used in many different areas of the financial industry. The list below represents several applications of general interest to many professionals. However, by working with our tech and sales teams, you can come up with various other applications specific to your needs. Example: Formulating and Testing Simple Trading Rules from an EXPO Technical Study Worksheet Script: w1: CHLO data for IBM w2: Volatility Index study, 6 boxcar width w3: Generate trading signals: sell if current price is greater than yesterday's price plus half of the volatility index, and vice versa (+1 if sell, -1 if buy, 0 if neither): *=(col(W2,1) > (delay(col(W2,1),1) + 0.5 delay(col(w2,5),1))) - (col(W2,1) < (delay(col(W2,1),1) - 0.5 * delay(col(w2,5),1)));sticks;label("Trade Signals") w4: Simulate trade profits: Note that a constant can be added to this formula if desired to reflect trade costs: =(col(w2,1) - delay(col(w2,1),1)) * (-delay(w3,1));lines;label("Trade Profits") w5: Plot cumulative trade profits over study period: =partsum(w4);sticks;label("Cumulative Profits") More EXPO Applications:** Risk Management Comparing Baskets to the Broader Market: Creating an "Index of Indices" Optimizing Portfolios in EXPO/Econometrics Subject to Minimum and Maximum Position Limits EXPO/Monte Carlo Application: Combining Implied Volatilities with Historical Correlation for Pricing Customized Basket Options Building a Simple Forecast Model in EXPO/Econometrics Currency Futures Trading in EXPO/Econometrics Creating Custom Analyses with Window Formulas and Macros Currency Futures Trading Using Moving Regression Replicating Stock Index Mean-Reversal Arbitrage Hedge and Trade Convertible Bonds Worksheet
	HOME \| PRODUCTS \| ABOUT US \| CUSTOMERS \| SUPPORT \| DOWNLOAD \| CONTACT US Copyright © 2008 Leading Market Technologies, Inc. All rights reserved.