And I agree with your comments above. I think the summary stats are most useful when presented by PRODUCT and then by month within that PRODUCT. The separation might not be that important in the financials or the metals, but as you know, futures prices and implied volatility can be very different across a three or four month range in the ags or energies.
In your working version, what happens if you have Sugar transactions across three brokerage accounts? Can you still summarize by Sugar, i.e. irrespective of brokerage account?
Well essential you can have as many sections or headers as you like and have the same position listed in more than one section. It would be just an issue of managing it which is why thework in the interace and user interactivity. Make it a easy as possible to do complex things quickly. So you could have 3 brokerage accounts with all your trades and then headers by product, and on you could go...so one of the each things to do is to copy a trade and then past it multiple times in different locations. (in my file this is not a copy paste as you would do normally in excel...it is storing values to variables, reapplying them and then running trackselect or trackspread on each past refreshed.)
I'm just using the basic PC-SPAN program and for some reason I can no longer get it to calculate my margins. The data loads without an issue (files are the right size), but when I hit the calculate button nothing populates. Pretty sure it isn't the contract - I even tested front month regular ES futs to no avail. Tried rebooting the computer but no luck there.
Ever wonder why CME can't get out of 1991 and build some real software? Or perhaps just post their calcs on the website like ICE, LIFFE and everyone else
Interestingly ICE have rewritten SPAN and now have their own version with is far easier to use and much more intuitive. It's also a lot easier to set up portfolio's and what if scenario's and to automate batch process's. The result files are also a lot easier to read.
Unfortunately it only works for ICE contracts though as it requires a new type of SPAN file (SP5 or SP6).
I had the same message over the weekend. The only way I got Avast to stop auto-deleting the Excel file was to put it in the exclusions list for the FileShield.
You can only put directory paths rather than a single file in the exclusions list. I reported it as a false positive to Avast, but so far their updates haven't taken that into account yet. Hopefully, it will resolve with some further definition updates from Avast.
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