The full source code of JBT is available. Time to roll up your sleeves and get to work. You could do something with VIX, or perhaps use IB's volatility analysis tools, or ??
Oh, and don't ask IB to help you, because they won't. The best they can do is answer a very specific technical question regarding their API, but they aren't going to tell you how to write software. Good luck, and let us know if you have any success. On Wed, Apr 6, 2011 at 10:00 PM, Da Xu <[email protected]> wrote: > So a furthur question is how to get the access of any risk analysis from > JBT? If we can, that will help us simplify our computation a lot. I have > ever requested IB to help me but they didn't respond. > > Da > On Thu, Apr 7, 2011 at 12:54 AM, Da Xu <[email protected]> wrote: > >> Thank you for the knowledge. >> >> Da >> >> On Wed, Apr 6, 2011 at 9:13 PM, Eugene Kononov < >> [email protected]> wrote: >> >>> >>> >>> On Wed, Apr 6, 2011 at 8:43 PM, <[email protected]> wrote: >>> >>>> The VIX... >>>> >>>> >>> Yes, it's certainly possible to subscribe to VIX from a JBT strategy. The >>> other way would be to use PriceVolatility.java indicator (which comes with >>> JBT) on either SPY or ES. >>> >>> -- >>> You received this message because you are subscribed to the Google >>> Groups "JBookTrader" group. >>> To post to this group, send email to [email protected]. >>> To unsubscribe from this group, send email to >>> [email protected]. >>> For more options, visit this group at >>> http://groups.google.com/group/jbooktrader?hl=en. >>> >> >> > -- > You received this message because you are subscribed to the Google Groups > "JBookTrader" group. > To post to this group, send email to [email protected]. > To unsubscribe from this group, send email to > [email protected]. > For more options, visit this group at > http://groups.google.com/group/jbooktrader?hl=en. > -- You received this message because you are subscribed to the Google Groups "JBookTrader" group. To post to this group, send email to [email protected]. To unsubscribe from this group, send email to [email protected]. For more options, visit this group at http://groups.google.com/group/jbooktrader?hl=en.
