Just a quick follow-on to yesterday’s post on bid / ask spreads. Here’s the chart of the market opening as the spreads of all stocks on the S&P500 come closer together and liquidity comes in:
Tags: bid-ask_spreads, DDE, S&P500
Just a quick follow-on to yesterday’s post on bid / ask spreads. Here’s the chart of the market opening as the spreads of all stocks on the S&P500 come closer together and liquidity comes in:
Tags: bid-ask_spreads, DDE, S&P500
January 31, 2010 at 12:59 am
[...] Donors rejoice: It’s finally here! My Complex Analysis Tool (CAT) for Think or Swim. This tool is an extension of my TOS_Excel_DDE tools, with the addition of macros that record the data at time intervals you choose. I covered the full how-to on DDE linking in a previous post. An earlier version is what I used to create the plots in these two posts. [...]
July 2, 2012 at 4:04 pm
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March 7, 2013 at 5:50 pm
[...] Donors rejoice: It’s finally here! My Complex Analysis Tool (CAT) for Think or Swim. This tool is an extension of my TOS_Excel_DDE tools, with the addition of macros that record the data at time intervals you choose. I covered the full how-to on DDE linking in a previous post. An earlier version is what I used to create the plots in these two posts. [...]