ffts-user Mailing List for FFTS
Status: Planning
Brought to you by:
mghiggins
Menu
▾
▴
ffts-user — FFTS Users Forum
You can subscribe to this list here.
| 2000 |
Jan
|
Feb
|
Mar
|
Apr
|
May
|
Jun
|
Jul
|
Aug
(2) |
Sep
|
Oct
(1) |
Nov
|
Dec
|
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2001 |
Jan
|
Feb
|
Mar
|
Apr
|
May
|
Jun
|
Jul
|
Aug
|
Sep
|
Oct
(2) |
Nov
(1) |
Dec
(2) |
|
From: Mark S. <sm...@bu...> - 2001-12-27 18:25:00
|
Hi, I'm new to FFTS, downloaded it a couple of weeks ago and finally had time to play with it. However, I've noticed that the "free" marketDB file could not be found. Where is it? Or else, I have plenty of data, to what format should it be transformed? regards, Mark Smeets. |
|
From: Ferdinando A. <fer...@am...> - 2001-12-06 13:49:31
|
Hi all what happened to FFTS? No releases available from SourceForge (http://sourceforge.net/projects/ffts/), nothing in FreshMeat ... ciao -- Nando |
|
From: Mark H. <mgh...@ya...> - 2001-11-10 18:20:24
|
I've just released v0.83 of the Finicky Financial Trading System. The new version eliminates the old Account Manager, which is replaced by a shiny new Portfolio Manager. This tool lets you manage the portfolio hierarchy as well as create/manage accounts (accounts are where trades are booked; they live in portfolios). I also added the ability to limit the types of underlying asset you can trade in an account. For example, I kept accidentally booking MSFT options in my GS account; now if I try that, the trade entry will pop up an error message telling me I can't. I upgraded the vol surface editor a bit. Now you can view bid or ask implied vols as well as midmarket ones. Also, instead of viewing vol by strike, you can view vol by Delta. This is parameterized by ATM vol, skew, and smile, so just three numbers per tenor instead of vols for each traded strike. http://ffts.sourceforge.net ===== ------------------------------------------------------- Mark Higgins, mgh...@ya... http://www.molala.net Opinions expressed herein do not reflect my own views; I haven't had free will since last year when aliens ate my brain. __________________________________________________ Do You Yahoo!? Find a job, post your resume. http://careers.yahoo.com |
|
From: Mark H. <mgh...@ya...> - 2001-10-11 12:49:56
|
I released version 0.82 of the Finicky Financial Trading System today. http://ffts.sourceforge.net The binary rpm is available for download at http://ffts.sourceforge.net/RPMs.html The main changes from 0.81 are: * Proxy support for downloading. Thanks to Dirk Eddelbuettel for figuring out how this works in libCURL and doing testing for me! You can now set proxy settings from the main app, Edit|Preferences menu. * Two new reports: Vega by spot (does a Vega report at different spot levels) and Vega by vol (ditto for different vol levels). Using these you can examine the convexity of the portfolio value to volatility, which gives you some sense of the premium to attach to stochastic volatility. * Better trade handling. You can now "delete" trades in Trade Viewer; also, trades are marked with the user who entered them, for audit purposes. ===== ------------------------------------------------------- Mark Higgins, mgh...@ya... http://www.molala.net Opinions expressed herein do not reflect my own views; I haven't had free will since last year when aliens ate my brain. __________________________________________________ Do You Yahoo!? Make a great connection at Yahoo! Personals. http://personals.yahoo.com |
|
From: Mark H. <mgh...@ya...> - 2001-10-01 00:35:11
|
I've put out a new release of the FFTS, version 0.81. The changes in this version basically make it easier to install: it now uses more standard makefiles, does a proper make install to /usr/local/FFTS, etc. I've also built source and binary rpm's for Red Hat 7.x. http://ffts.sourceforge.net/ ===== ------------------------------------------------------- Mark Higgins, mgh...@ya... http://www.molala.net Opinions expressed herein do not reflect my own views; I haven't had free will since last year when aliens ate my brain. __________________________________________________ Do You Yahoo!? Listen to your Yahoo! Mail messages from any phone. http://phone.yahoo.com |
|
From: Mark H. <mgh...@ya...> - 2000-10-29 15:24:03
|
Version 0.4 of the Finicky Financial Trading System has just been released. http://ffts.sourceforge.net/Download.html The CVS repository for the project is now on-line; you can get to it through the project's SourceForge page at http://sourceforge.net/projects/ffts/ I added the Plotter, an app which plots market data - closing stock prices, historical volatilities, etc. It is set up to make adding new types of time series quite easy. Right now it includes series for closing stock prices, historical vols calculated from close to close, and historical vols calculated from high/low/open/close data (which is about 3X as accurate in terms of standard deviation around a "true" value). Using Dirk Eddelbuettel's suggestions, the make system was generalised to make compiling with libraries and headers in different directories work. The report system was also generalised a fair bit, and lots of other cleanup was done. ===== ------------------------------------------------------- Mark Higgins, mgh...@ya... http://www.molala.net Opinions expressed herein do not reflect my own views; I haven't had free will since last year when aliens ate my brain. __________________________________________________ Do You Yahoo!? Yahoo! Messenger - Talk while you surf! It's FREE. http://im.yahoo.com/ |
|
From: Mark H. <mgh...@ya...> - 2000-08-16 19:17:51
|
test ===== ------------------------------------------------------- Mark Higgins, mgh...@ya... http://www.astro.queensu.ca/~mark/ Opinions expressed herein do not reflect my own views; I haven't had free will since last year when aliens ate my brain. __________________________________________________ Do You Yahoo!? Send instant messages & get email alerts with Yahoo! Messenger. http://im.yahoo.com/ |
|
From: Mark H. <mgh...@ya...> - 2000-08-16 16:24:32
|
test ===== ------------------------------------------------------- Mark Higgins, mgh...@ya... http://www.astro.queensu.ca/~mark/ Opinions expressed herein do not reflect my own views; I haven't had free will since last year when aliens ate my brain. __________________________________________________ Do You Yahoo!? Send instant messages & get email alerts with Yahoo! Messenger. http://im.yahoo.com/ |
