[Ffts-user] New version of FFTS
Status: Planning
Brought to you by:
mghiggins
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From: Mark H. <mgh...@ya...> - 2001-11-10 18:20:24
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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 |