Modules
VAR with Liquidity Based on Position Size
- Creator:
- byron
- Submitted:
- Sep 21 2006 at 10:53 am
- Last Updated:
- Apr 6 2007 at 11:29 am
Download Module
Begin your download of this module (549.8 KB total download).
Description
I built this module for the analysis I was looking at on yesterday's blog post.
http://www.protosw.com/blog/
After cleaning it up just a bit, I thought it would be worth putting online.
You can put in new historical data, just make sure to type in the new price and average daily volume... Anyone want to make those automatic?