Search spreads already in Average Worst
Posted: Wed Dec 12, 2018 8:34 pmHello guys,
May I in the seasonalgo platform find all spreads which are already on the price near Average Worst price or worst. Or, just want to find all spreads in draw down now. E.g. if our spread we should SELL 01 December 2018 @ price 150 and Average Worst = 270 price, so when we use this filter to find all spreads near AvWorst prices - we can see this spread @ price 280 - so we can SELL now and work with it.
Or maybe you know the best combination filter to find theese spreads which are gone against us on the paper? Thanks.
May I in the seasonalgo platform find all spreads which are already on the price near Average Worst price or worst. Or, just want to find all spreads in draw down now. E.g. if our spread we should SELL 01 December 2018 @ price 150 and Average Worst = 270 price, so when we use this filter to find all spreads near AvWorst prices - we can see this spread @ price 280 - so we can SELL now and work with it.
Or maybe you know the best combination filter to find theese spreads which are gone against us on the paper? Thanks.