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2012 Jun 14
0
Query about TSRV
...these 300 estimates is the low frequency volatility.
If P1,P2,...P301,P302,...P22500 are the prices at each timestamp, then
we are effectively doing the below (using simple returns for
illustration only):
(P301/P1)^2 + (P601/P301)^2 + (P901/P601)^2 + .... + (P22201/P21901)^2 = V1
(P302/P2)^2 + (P602/P302)^2 + (P902/P602)^2 + .... + (P22202/P21902)^2 = V2
(P303/P3)^2 + (P603/P303)^2 + (P903/P603)^2 + .... + (P22203/P21903)^2 = V3
....
....
....
(P600/P300)^2 + (P900/P600)^2 + (P1200/P900)^2 + .... + (P22500/P22200)^2 = V300
Then we average the Vi's (V1+V2+....+V300)/300. This gives us the...
2006 Jun 09
3
GXP-2000 MultiPurpose Keys
Is it possible to program the multi-purpose keys on a GXP-2000
remotely via a TFTP configuration file? If so, what are the
parameters to put in the configuration file?
Thanks,
Daniel