Applications

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HOME PRODUCTS MarketBrowser® DataZephyr™ EXPO™ EXPO ADD-INS •Econometrics •Portfolio •Risk •Monte Carlo BasketTrader™ TickBase™ Pricing/Purchase ABOUT US Overview Milestones 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 (file 1 of 2) Get this EXPO Risk Management Worksheet (file 2 of 2) Backtesting - More Advanced (file 1 of 3) Get this EXPO BackTesting Worksheet: BackText.xpw (file 2 of 3) The profits by Stock Symbol for this BackTest worksheet (file 3 of 3) Comparing Baskets to the Broader Market: Creating an "Index of Indices (file 1 of 2) Get this EXPO Worksheet for Basket Indexing (file 2 of 2) Optimizing Portfolios in EXPO/Econometrics Subject to Minimum and Maximum Position Limits (file 1 of 2) Get this EXPO Worksheet for Optimizing a Portfolio (file 2 of 2) Building a Simple Forecast Model in EXPO/Econometrics (file 1 of 2) Get this EXPO Worksheet for Building a simple Forecasting Model (file 2 of 2) Creating Custom Analyses with Window Formulas and Macros (file 1 of 2) Get this EXPO Worksheet with examples of Creating Custom Analyses (file 2 of 2) Currency Futures Trading Using Moving Regression (file 1 of 2) Get this EXPO Worksheet for Currency Futures Trading using Moving Regression (file 2 of 2) Replicating Stock Index (file 1 of 2) Get this EXPO Worksheet to Replicate a Stock Index (file 2 of 2) Mean-Reversal Arbitrage (file 1 of 2) Get this EXPO Worksheet for Mean Reversal Arbitrage (file 2 of 2) Hedge and Trade Convertible Bonds Worksheet** (file 1 of 2) Get this EXPO Worksheet for Hedging and Trading Covertible Bonds (file 2 of 2)
	HOME \| PRODUCTS \| ABOUT US \| CUSTOMERS \| SUPPORT \| DOWNLOAD \| CONTACT US Copyright © 2011 Leading Market Technologies, Inc. All rights reserved.

	HOME \| PRODUCTS \| ABOUT US \| CUSTOMERS \| SUPPORT \| DOWNLOAD \| CONTACT US
HOME PRODUCTS MarketBrowser® DataZephyr™ EXPO™ EXPO ADD-INS •Econometrics •Portfolio •Risk •Monte Carlo BasketTrader™ TickBase™ Pricing/Purchase ABOUT US Overview Milestones 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 (file 1 of 2) Get this EXPO Risk Management Worksheet (file 2 of 2) Backtesting - More Advanced (file 1 of 3) Get this EXPO BackTesting Worksheet: BackText.xpw (file 2 of 3) The profits by Stock Symbol for this BackTest worksheet (file 3 of 3) Comparing Baskets to the Broader Market: Creating an "Index of Indices (file 1 of 2) Get this EXPO Worksheet for Basket Indexing (file 2 of 2) Optimizing Portfolios in EXPO/Econometrics Subject to Minimum and Maximum Position Limits (file 1 of 2) Get this EXPO Worksheet for Optimizing a Portfolio (file 2 of 2) Building a Simple Forecast Model in EXPO/Econometrics (file 1 of 2) Get this EXPO Worksheet for Building a simple Forecasting Model (file 2 of 2) Creating Custom Analyses with Window Formulas and Macros (file 1 of 2) Get this EXPO Worksheet with examples of Creating Custom Analyses (file 2 of 2) Currency Futures Trading Using Moving Regression (file 1 of 2) Get this EXPO Worksheet for Currency Futures Trading using Moving Regression (file 2 of 2) Replicating Stock Index (file 1 of 2) Get this EXPO Worksheet to Replicate a Stock Index (file 2 of 2) Mean-Reversal Arbitrage (file 1 of 2) Get this EXPO Worksheet for Mean Reversal Arbitrage (file 2 of 2) Hedge and Trade Convertible Bonds Worksheet** (file 1 of 2) Get this EXPO Worksheet for Hedging and Trading Covertible Bonds (file 2 of 2)
	HOME \| PRODUCTS \| ABOUT US \| CUSTOMERS \| SUPPORT \| DOWNLOAD \| CONTACT US Copyright © 2011 Leading Market Technologies, Inc. All rights reserved.