The Greeks and Hedging Explained by Peter Leoni

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The Greeks and Hedging Explained by Peter LeoniSeries:        Financial Engineering Explained       
Publisher:        Palgrave Macmillan
Year:        2014
Language:        English

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关键词：Explained hedging explain Greeks plain Peter

thanks a lot

see................

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thanks

1111111111111111

最好把简介贴出来吧
好知道内容

have a look

thx a lot

_SECTION_BEGIN("New formula 100");
WLNum =1380;

list = GetCategorySymbols( categoryWatchlist, WLNum);
SetOption("NoDefaultColumns",True);

//Filter = DateNum()==Status("rangetodate");
//SetSortColumns( 2 );

Ticker1= Name();

for( Col=0; (Ticker2=StrExtract( List, Col))!= ""; Col++)
{
Var2 = Foreign(Ticker2,"C");
SDIF=(EMA(C,12)-EMA(C,26))*100/C;
        SDEA=EMA(SDIF,9);

dSDIF=(EMA(Var2,12)-EMA(Var2,26))*100/Var2;
        dSDEA=EMA(dSDIF,9);


Ls=sdif-dSDIF;

        
lSDIF=(EMA(Ls,12)-EMA(Ls,26))*100;
        lSDEA=EMA(lSDIF,9);

        HiLoDifference =lsdif>0 AND lsdif>lsdea;
        HiLoDifference2 =lsdif>0 AND lsdif<lsdea;
        liLoDifference =lsdif<0 AND lsdif>lsdea;
        liLoDifference2 =lsdif<0 AND lsdif<lsdea;
        values=  AddToComposite(lsdif<0 AND lsdif<lsdea  AND sdif>sdea, "gq~~" + Ticker2, "X");   
AddToComposite(lsdif<0 AND lsdif>lsdea   AND sdif>sdea, "gqbu" + Ticker2, "X");
AddToComposite(lsdif>0 AND lsdif<lsdea   AND sdif>sdea, "gqgr" + Ticker2, "X");     
AddToComposite(lsdif>0 AND lsdif>lsdea  AND sdif>sdea , "gqbk" + Ticker2, "X");         
    }



Plot(Foreign("gq~~"+Ticker1,"C",1),"strong",colorRed,styleLine );
Plot(Foreign("gqbu"+Ticker1,"C",1),"strong",colorBlue,styleLine );
Plot(Foreign("gqgr"+Ticker1,"C",1),"strong",colorGreen,styleLine );
Plot(Foreign("gqbk"+Ticker1,"C",1),"strong",colorBlack,styleLine );


//Plot(2400*(MA(V,3)/HHV(Ref(MA(V,3),-1),21)-LLV(Ref(MA(V,3),-1),21)/MA(V,3)), "v-rank",  colorBrown , styleLine | styleThick);
//Plot(2400*(HHV(MA(C,3),21)-MA(C,3))/(HHV(MA(C,3),21)-LLV(MA(C,3),21)), "C-rank",  colorGold,styleLine | styleThick );

Filter =C;
AddColumn(C,"c");
AddColumn(Foreign("q~~"+Ticker1,"C",1),"qs");
//Plot(Foreign("~4mls27","C",1),"strong",colorBlack,styleLine | styleThick);  
//Plot(Foreign("~4mls28","C",1),"strong2",colorGreen,styleLine | styleThick);
//Plot(Foreign("~4mlss27","C",1),"weak",colorBlue,styleLine | styleThick);
//Plot(Foreign("~4mlss28","C",1),"weak2",colorRed,styleLine | styleThick);
_SECTION_END();