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Dollar Weighted PC Ratio
Author
Topic: Dollar Weighted PC Ratio (4 messages, Page 1 of 1)
conr
-Interested User-
Posts: 48
Joined: Feb 13, 2007
Posted: Sep 18, 2010 09:25 AM
Msg. 1 of 4
Hello,
I know you offer pc ratios but I was wondering if you could do something dollar weighted as explained in the below links. Thanks.
http://marketheist.com/2010/09/01/what-are-dollar-weighted-putcall-ratios-and-how-to-use-them/
http://marketheist.com/definition/dollar-weighted-putcall-ratio/
conr
-Interested User-
Posts: 48
Joined: Feb 13, 2007
Posted: Sep 21, 2010 08:58 PM
Msg. 2 of 4
Response?
DTN_Jay_Froscheiser
-VP, Product Operations-
Posts: 1746
Joined: May 3, 2004
DTN IQFeed/DTN.IQ/DTN NxCore
Posted: Sep 22, 2010 10:54 AM
Msg. 3 of 4
We are evaluating what it would take to calculate this with our current real time market stats.
Jay Froscheiser
DTN
conr
-Interested User-
Posts: 48
Joined: Feb 13, 2007
Posted: Sep 22, 2010 11:07 AM
Msg. 4 of 4
Great! You're the man Jay.
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