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Search: Posts Made By: kevinkdog
Forum: Options October 4th, 2014, 12:12 PM
Replies: 608
Sticky: PC-SPAN
Views: 119,117
Posted By kevinkdog
10/3 Data

Is anyone else having a problem with 10/3 data from CME in Dudetooth 's spreadsheet? I can get ICE data to work, but not 10/3 CME data.
Forum: Options August 11th, 2014, 09:34 AM
Replies: 608
Sticky: PC-SPAN
Views: 119,117
Posted By kevinkdog
I've gotten it too. Must be an updated vrius...

I've gotten it too. Must be an updated vrius database for Avast, and a new virus looks like the SPAN downloader code...
Forum: Options July 1st, 2014, 10:48 PM
Replies: 608
Sticky: PC-SPAN
Views: 119,117
Posted By kevinkdog
I had no problem today. Maybe just manually...

I had no problem today. Maybe just manually unzip the cme file, and grab the ice file from the ftp site, and manually unzip that too, and try again tomorrow.

Maybe you have a hard disk issue...
Forum: Options February 26th, 2014, 09:31 AM
Replies: 608
Sticky: PC-SPAN
Views: 119,117
Posted By kevinkdog
You are seeing SPAN + Value. There is an option...

You are seeing SPAN + Value. There is an option on the setup sheet to show that or just IM. Select "Span" on that page, rerun and you should see $124. If you don't, try redownloading the data...
Forum: Options January 6th, 2014, 02:57 PM
Replies: 608
Sticky: PC-SPAN
Views: 119,117
Posted By kevinkdog
Sorry, I did not think you were criticizing his...

Sorry, I did not think you were criticizing his work. Faster is always better, and a database may be the way to go. I wish I was able to do that - that's why I had to pre-process instead.
Forum: Options January 6th, 2014, 02:44 PM
Replies: 608
Sticky: PC-SPAN
Views: 119,117
Posted By kevinkdog
I have a 2 year old PC, and I am able to run...

I have a 2 year old PC, and I am able to run through about 3700 options in an hour. One thing I did to speed it up was add a "pre-processor" - since I am only interested in options with delta < .05,...
Forum: Options December 3rd, 2013, 08:16 PM
Replies: 608
Sticky: PC-SPAN
Views: 119,117
Posted By kevinkdog
Yes, you are correct. I had the incorrect date...

Yes, you are correct. I had the incorrect date in Cell A1 - that date did not match the risk array date. My bad!
Forum: Options December 3rd, 2013, 08:12 PM
Replies: 608
Sticky: PC-SPAN
Views: 119,117
Posted By kevinkdog
Very interesting! I would say that PC SPAN is...

Very interesting! I would say that PC SPAN is wrong then, since delta can never be greater than 1.
Forum: Options December 3rd, 2013, 08:02 PM
Replies: 608
Sticky: PC-SPAN
Views: 119,117
Posted By kevinkdog
Dudetooth - Try this one, based on 12/2/2013...

Dudetooth -

Try this one, based on 12/2/2013 settlement data:

https://futures.io/attachment.php?attachmentid=130156


this shows delta>100, which can't be.
Forum: Options December 3rd, 2013, 02:46 PM
Replies: 608
Sticky: PC-SPAN
Views: 119,117
Posted By kevinkdog
Error Handling

Dudetooth -

Is there a way to enhance the error tracking for cases where the option is listed but has no open interest? Here is an example - the 3rd one in the list has no open interest (the...
Forum: Options December 3rd, 2013, 09:42 AM
Replies: 608
Sticky: PC-SPAN
Views: 119,117
Posted By kevinkdog
CURRENCY INFO/UPDATE

I have been playing around with currencies in the SPAN spreadsheet. Here is what I have found:

1. In the spreadsheet, the delta calculations for Euro (6E) and Yen (6J) are double what they...
Forum: Options December 2nd, 2013, 04:50 PM
Replies: 608
Sticky: PC-SPAN
Views: 119,117
Posted By kevinkdog
Request for Additional Symbols

Dudetooth -

I was able to add some new instruments: BP, AD, CD. I will post the code once I verify the results tonight.


I tried, but failed, with the following. Could you add them when you...
Forum: Options December 1st, 2013, 03:20 PM
Replies: 608
Sticky: PC-SPAN
Views: 119,117
Posted By kevinkdog
Thanks! What is a cabinet position? Does that...

Thanks! What is a cabinet position? Does that mean a zero price?
Forum: Options December 1st, 2013, 12:33 PM
Replies: 608
Sticky: PC-SPAN
Views: 119,117
Posted By kevinkdog
Great Tool

This is a great tool, Dudetooth ! Thanks for putting it together.


I was running some Lean Hog calcs, and the price seems to be wrong for some of them. Everything else looks OK. Can you check...
Forum: Options November 28th, 2013, 09:51 AM
Replies: 608
Sticky: PC-SPAN
Views: 119,117
Posted By kevinkdog
I tried the 97 version, and it seems to work...

I tried the 97 version, and it seems to work well!

Thanks Dudetooth!


I have a handful of other instruments I want to add, and if/when I am successful I will post the code here (probably by...
Forum: Options November 25th, 2013, 11:06 PM
Replies: 608
Sticky: PC-SPAN
Views: 119,117
Posted By kevinkdog
Thanks I will give this a try.

Thanks
I will give this a try.
Forum: Options November 25th, 2013, 08:45 PM
Replies: 608
Sticky: PC-SPAN
Views: 119,117
Posted By kevinkdog
Thanks. I'm guessing there is no easy way with...

Thanks. I'm guessing there is no easy way with an old version of Excel to automatically go get and unzip the required SPAN files?
Forum: Options November 25th, 2013, 03:32 PM
Replies: 608
Sticky: PC-SPAN
Views: 119,117
Posted By kevinkdog
Dude - This looks awesome! Can you save a...

Dude -
This looks awesome! Can you save a version in Excel 97 format? I am still way behind the times...
Showing results 1 to 18 of 18

Would you sell your system, and for how much?

 

 
 


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